About

I am a Member of Research Staff at The Voleon Group, where I develop novel statistical models and techniques for investment strategies.

I recently completed my PhD in Statistical Sciences at the University of Toronto, advised by Daniel Roy. My PhD was supported by an NSERC Doctoral Canada Graduate Scholarship and the Vector Institute. In summer 2022, I was a Research Intern at Google Brain with Been Kim. I received my BSc in Financial Modelling from Western University in 2018.

Broadly, I work on the foundations of statistical decision making, with applications to both statistical methodology and machine learning algorithms. I am particularly interested in making principled, data-based decisions that balance the need for robustness in high-stakes settings with the need for strong performance in practice. During my PhD, I developed new statistical theory and decision-making algorithms equipped with provable guarantees. Currently, I am focused on how to leverage these insights into better decision making in practice.