Hello, I'm a student of Ph.D program in the Department of Statistics. What is the purpose of studying the theory of Probability & Statistics? Simply because it will be useful! The theory tells us both what we can know/say and what we cannot do. The department offers a statistical consulting service for Columbia University community. Please check it and stop by! Continued

CV

• Stochastic Portfolio Theory
• Hybrid Atlas model
• Reflected Brownian Motion in a polyhedral domain
• Triple points of Brownian particles
• Estimation of probability density of the first passage time
• Sport statistics
• Statistics in finance and actuarial science
• Multiparameter processes and their applications

• Teaching:
  • W1111/S1111 Introduction Statistics - Summer '08, Fall '08.
  • W4437 Time Series Analysis - Summer '07.
• TA:
  • W1111/S1111 Introduction Statistics - Spring '05, Summer '05.
  • W4437 Time Series Analysis - Fall '04.
  • W6501 Stochastic Processes and Application - Fall '05.
  • W6505 Stochastic Methods in Finance - Fall '05.
  • W6105 Probability and Analysis I - Fall '06, Fall '07.
  • W6106 Probability and Analysis II - Spring '06, Spring '07.
• RA:
  • (04-05 Winter) Empirical studies on Chilean School Rankings: kalman filter and minimum distance estimators under Miguel Urquiola.

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