I got my Ph.D in statistics from Columbia University in October 2017.
Currently, I am working at The D. E. Shaw Group as a quant analyst for systematic trading.
During my study at Columbia, I was working with Professor Jose Blanchet on Distributionally Robust Optimization via Optimal Transport and its applications in Machine Learning. I got my B.S. in Mathematics from School of Gifted Young, University of Science and Technology of China (USTC) with highest honor (Guo-Moruo Scholarship ).
My email address is yangkang AT stat DOT columbia DOT edu.
Please refer to my Google Scholar page for more about my research works.