Welcome!
I am a Ph.D. candidate in Business (Mathematical Finance) at Lehigh University. My research focuses on rational inattention, optimal information structure, and decision-making under uncertainty.
My intellectual journey began in core macroeconomics, where interest rates and exchange rates are central variables and DSGE remains a classic modern framework. Over time, my focus shifted toward individual decision-making under macroeconomic uncertainty.
This evolution led me to move beyond reduced-form statistical foundations to continuous-time stochastic tools, including:
Stochastic control
Filtering
Information theory
Bethlehem, PA 18015, USA
Email: jiq220@lehigh.edu
Life mirrors the Weierstrass theorem: over a closed and bounded horizon, a continuous path must attain its global maximum and minimum, just as life inevitably contains both highs and lows. Under uncertainty, the task is to choose an optimal information structure, update beliefs, and decide well.