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
- Financial econometrics
- Martingales and Stochastic calculus
- Theoretical Statistics
- Market Microstructure
- Statistics of Longitudinal Data