I am an Assistant Professor in the Department of Statistics at Columbia University. I received my Ph.D. in Statistics from the University of Chicago under the supervision of Professor Per Mykland. Before joining Columbia University, I was a postdoctoral scholar at Princeton University.

My research interests include:
  • Statistical methods applied to high frequency data analysis
  • Robust methods in high-dimensional study
  • Martingales and Stochastic calculus
  • Theoretical Statistics
  • Financial econometrics
  • Energy savings