Bio
I am a final year PhD student in MS&E at Stanford, with PhD Minor in Statistics. I am fortunate to be advised by Markus Pelger. As a member of the Advanced Financial Technologies Lab, I organize the lab’s Doctoral Seminar. Starting in late 2024, I will join Columbia IEOR as a postdoctoral research scientist hosted by Agostino Capponi.
Research brief
I develop statistical methods for inference in large dimensional data sets to make better decisions. My domain knowledge of financial economics problems informs my methodological work.
I identify a new class of multiple testing problems in panel data learning, which is broadly applicable. In a sequence of follow-up papers, I use this framework for latent graphs learning and change point detection in time-series.
See more in my research tab.
Upcoming talks
[August 2024] Present panel inference in Econometric Society Interdisciplinary Frontiers Economics and AI+ML Meeting at Cornell.
[May 2024] Present panel inference in 2024 Hong Kong Conference for Fintech, AI, and Big Data in Business at City University of Hong Kong.