Welcome
I am an assistant professor with the Department of Electrical and Computer Engineering (ECE) at Yale.
My research is in mathematical optimization, quantitative risk, statistical learning, decision under uncertainty and signal processing, and relevant applications in resource allocation and management, autonomous systems, robustness, fairness and trustworthiness.
Outside of my academic duties, I am actively interested in algorithmic/systematic trading, as well as the rigorous management of financial risk (so-called quantitative research).
Before joining Yale, I spent one year as an assistant professor at the Department of ECE, Michigan State University. Prior to that, I was a postdoctoral researcher with the Department of Electrical and Systems Engineering, University of Pennsylvania, and before that I was a postdoctoral research associate with the Department of Operations Research and Financial Engineering (ORFE), Princeton University. I received the PhD degree in ECE from Rutgers University.
