Biography

I am currently a quantitative researcher at Two Sigma Investments. I received my PhD in Management Science and Engineering from Stanford University (2021), advised by Professor Jose Blanchet. Prior to that, I received the BE degree in Electronic Engineering and the BS degree in Mathematics from Tsinghua University (2015), and the MS degree in Operations Research from Columbia University (2016). I was a member of the Operations Research Group, and the Advanced Financial Technologies Laboratory.

My research interests include applied probability, Monte-Carlo simulation, stochastic optimization, and robust decision-making under uncertainty.