I am a Senior Member of Research Staff at The Voleon Group, where I develop statistical and machine learning methods for systematic investing.
Prior to this, I received my PhD in Statistical Sciences from the University of Toronto, advised by Daniel Roy and affiliated with the Vector Institute. My doctoral research focused on the theoretical foundations of decision making under uncertainty, and has been published in leading venues such as the Annals of Statistics, PNAS, JASA, Bernoulli, NeurIPS, and ICML. During my PhD, I interned at Google Brain with Been Kim, and spent time at both the Simons Institute and the Institute for Advanced Study.
*Shared first authorship; (A)Alphabetical
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