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 supervison of Prof. Chang-Han Rhee.

Please find my CV here.

Research

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

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

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