BIO
PhD researcher at UC Riverside with 4+ years' experience in predictive modeling and statistical inference for asset management
using graphical models & distributed optimization. Also 3+ years of teaching experience in investments, macroeconomics, statistics, etc.
Research area
Econometric Theory
Financial Econometrics
Graphical Models
Portfolio Optimization
Asset Management
Covariance Estimation
Factor Modeling
Distributed Optimization
Machine Learning
High-Dimensional Statistics
Forecasting