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 Fouque. Prior to joining UW in the Fall 2018, I was holding a position as Visiting Assistant Professor (Aug. 2018-Sep. 2018) in the Dept. of Statistics and Applied Probability at UCSB. I currently serve as the Postdoc host of Boeing Distinguished Colloquia in Probability Sector in the Dept. of Applied Math and am also associated with the Probability Group in the Dept. of Math. From 2019, I am going to lead a Ph.D. level Machine Learning in Game Setting study group in the Dept. of Applied Math, while open to all departments at UW or interested research parties in Seattle. 


My Core Research:
Theoretical and Empirical Discrete Probabilistic Analysis in Big Data and Machine Learning
Detailed Research with Publications:

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 System, 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, Data Mining, Feature Selection and Dimension Reduction, Deep 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)

Kavita Ramanan (Roland George Dwight Richardson University Professor of Applied Mathematics, Brown Univ.)

Jinwen Qiu (PhD Candidate, UCSB)



Research Group:

My research group focuses on collaborative projects at the interface of Big Data, Machine Learning, Data Mining, Network, Signal Processing and Deep Learning.

Graduate Student Mentoring:

Jin Liu (M.S. in CFRM 2019, UW Seattle)

Project: Deep Learning and Signal Classification on Network



Membership:

Women in Probability

Bachelier Finance Society

Women in Machine Learning

Western Finance Association

American Finance Association

American Mathematical Society

American Economics Association

Institute of Operations Research and Management Sciences

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.