I am a limited-term Assistant Professor in the Department of Statistics at Columbia University. Before joining Columbia, I completed my Ph.D. at the University of Toronto under the supervision of Professors Leonard Wong and Yuchong Zhang. My current research focus is on mathematical finance and some related areas. In particular, I am working on problems in stochastic portfolio theory and mean-field games.
Interests
- Mathematical Finance
- Probability
- Statistical Mechanics
Education
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PhD in Mathematical Finance, 2023
University of Toronto
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MA in Applied Mathematics, 2019
York University
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BA in Applied Mathematics, 2018
York University
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BBA in Finance, 2017
York University