I am a postdoc researcher at the Department of Quantitative Economics at the University of Amsterdam, working with Prof. Roger J.A. Laeven and Prof. Bert Zwart. I earned my Ph.D. from the Department of Industrial Engineering and Management Sciences at Northwestern University, under the supervision of Prof. Chang-Han Rhee.

I’m on the 2025-2026 academic job market for tenure-track positions. Please find my CV here.

Upcoming Presentations

• Sharp Characterization and Control of Global Dynamics of SGDs with Heavy Tails
  Thursday, September 18 | 15:15 - 16:00, University of Copenhagen, Statistics Seminar
• Sample Path Large Deviations for Multivariate Heavy-Tailed Hawkes Processes
  Tuesday, October 28 | 4:15 PM - 5:30 PM, Bldg A Lvl 4 A405, INFORMS Annual Meeting, Atlanta, GA

Research

My research interests lie broadly in applied probability, particularly in the following topics:

• Large Deviations, Metastability, Heavy Tails: [2], [3], [4]
• Machine Learning: [5], [7], [9]
• Stochastic Simulation: [1], [6], [8]
• Hawkes Processes: [2], [3]

For a brief summary of my research on the characterization and control of global dynamics of SGD via heavy-tailed large deviations theory, please find the recording of my lightning talk at the SNAPP seminar.

Honors and Awards

• Second Place, George Nicholson Student Paper Competition (2023), INFORMS
• Terminal Year Fellowship (2023), Northwestern University
• Nemhauser Prize for Best Student Paper (2022), IEMS, Northwestern University
• Benjamin A. Sachs Graduate Fellowship (2022), IEMS, Northwestern University
• Arthur P. Hurter Award for Academic Excellence among First Year Graduate Students (2019), IEMS, Northwestern University
• Lee Wai Wang Scholarship (2015), Peking University
• National Scholarship for Undergraduates (2013), Peking University