A quantitative researcher interested in finance, machine learning, statistics, and optimization.

About me

I received my PhD degree in Operation Research from the MIT Operations Research Center, advised by Rahul Mazumder. I did an internship at IBM Research in 2020, working with Yada Zhu. Before coming to MIT, I did my master in Financial Engineering (MSFE) at the IEOR department of Columbia University where I had the pleasure to work with Professor Donald Goldfarb and Krzysztof Choromanski. Prior to this, I received my Bachelor’s degree in Mathematics and Applied Mathematics from Peking University.

News

Apr 2024: Our paper on log-concave density computation is published on Mathematical Programming Computation!
Jan 2023: Our paper on FLOP-aware network pruning is accepted by AISTATS2024!
June 2023: I receive my doctoral degree in Operation Research from MIT!
May 2023: Our paper on sparse Mixture-of-Experts is accepted by KDD 2023!
May 2023: Our paper on neural network pruning using combinatorial optimization is accepted by ICML2023!
May 2023: Our paper on subgradient regularzied convex regression is accepted by SIAM Journal of Optimization!