I am a postdoctoral research associate in the Department of Statistics and Data Science at Washington University in St. Louis. I received my Ph.D. in Statistics, M.Phil. in Risk Management Science and B.Sc. in Quantitative Finance and Risk Management Science with first-class honor from the CUHK.
My research interests are change-point detection; generative machine learning; high-dimensional statistical inference; nonparametric methods; time series analysis. I am particular interested in elegant theories and statistical methods.
Academic Background
Postdoc Research Associate (Supervisor: Likai Chen and Xiaofeng Shao)
Ph.D. in Statistics (Supervisor: Chan Kin Wai)
M.Phil. in Risk Management Science, CUHK (Supervisor: Chan Kin Wai)
B.Sc. in Quantitative Finance and Risk Management Science (first honor), CUHK
Internship Experience
Bank of China (Hong Kong) Limited, Financial Market Management Intern
Specialized in derivative automatic pricing and initial margin
CASH Algo Finance Group Quantitative Research Summer Intern
Quantitative algo. trading strategies formulation and market research