Hello! I am a postdoctoral researcher in the Department of Statistics at Rutgers university, where I develop statistical and econometric methods for complex time series.
My recent research studied time series with complex structures—such as manifold-valued data—whose hidden pattern can be revealed by integrating tools from statistics and geometry. Broadly speaking, I study how to make sense of large, messy, and non-standard data in economics, finance, and environmental studies, and turn them into actionable insights.
Prior to Rutgers, I received my Ph.D. in Econometrics and Statistics from the Booth School of Business, University of Chicago.
Complex, high-dimensional time series
Manifold-valued data
Machine learning for econometrics