About Me:

I am currently a Research Associate in the Dept. of Applied Math at the Univ. of Washington, Seattle. I received my PhD (Oct. 2014 - Jun. 2018) at UCSB, under the supervision of Distinguished Professor Jean-Pierre FouqueI finished my first postdoctoral training as Visiting Assistant Professor (Aug. 2018-Sep. 2018) in the Dept. of Statistics and Applied Probability at UCSB.


Research Interests:

Theoretical: (Mixed Discrete and Continuous) Probability, Financial Math, (Large Population) Stochastic Control and (Big Data) Statistical Inference

Discrete Probability (Statistical Physics, Signal Processing and Random Graph), Weakly Interacting Particle Systems (LLN, CLT, LDP), Reconstruction on Network, Mean Field Games, Nonlinear Option Pricing, Nonlinear Dynamical System, Bayesian Analysis.

Theoretical & Empirical: Machine Learning and Data Mining

(empirically tested on real financial data)

Bayesian Structural Time Series, Text Data Mining, Feature Selection and Dimension Reduction, Deep Learning, Reinforcement Learning.



My Collaborators (in alphabetical order):

Peter Carr (Department Chair, Finance and Risk Engineering, Tandon School of Engineering, NYU)

Jean-Pierre Fouque (Distinguished Professor, UCSB)

Sreenivasa Rao Jammalamadaka (Distinguished Professor, UCSB)

Tim Leung (Tenured Associate Professor, UW Seattle)

Wenjian Liu (Tenure Track Assistant Professor, CUNY)

Matt Lorig (Tenured Associate Professor, UW Seattle)

Jinwen Qiu (PhD Candidate, UCSB)



Membership:

Women in Probability

Bachelier Finance Society

Women in Machine Learning

Western Finance Association

American Finance Association

American Mathematical Society

American Economics Association

SIAM (Financial Mathematics and Engineering; Data Mining and Analytics)



Acknowlegement:

My only social media is Patricianingworklife at Instagram which is just open to myself and used to store pictures of my progress. No other social media including Facebook and Twitter. Therefore, any account with related name or similar name, any commercial behavior, or anything inappropriately out of the scope of university instructors, absolutely is not related to me.