Ph.D. Candidate in Mathematics, University of Michigan

I am a Ph.D. candidate at the University of Michigan. My thesis research, supervised by Professor Erhan Bayraktar, has covered a diverse range of financial mathematics problems.

Recently, we began studying parimutuel wagering, a betting system used in finance, prediction markets, lotteries, and sports gambling. Applications of our work in the context of horse racing were featured in media outlets including The Conversation.

During my upcoming summer internship at an investment bank, I look forward to making a valuable contribution while growing professionally.

Experience

  • 2012–present
    Mathematics Ph.D. Candidate, University of Michigan
  • 2010–2012
    Math for America Fellow / Math Teacher, Harlem Academy

Education

  • 2010 
    New York University, Mathematics Education M.A.
  • 2009 
    The University of Chicago, Mathematics (Honors) B.A.

Publications

  • 2016
    An ɑ-Stable Limit Theorem Under Sublinear Expectation, Bernoulli
  • 2016
    High-Roller Impact: A Large Generalized Game Model of Parimutuel Wagering, SSRN (Preprint Server)
  • 2015
    Comparing the G-Normal Distribution to its Classical Counterpart, Communications on Stochastic Analysis

Professional Memberships

  • American Mathematical Society
  • Society for Industrial and Applied Mathematics
  • Society for Industrial and Applied Mathematics Activity Group on Financial Mathematics and Engineering

Honours

Rackham Predoctoral Fellowship, Math for America Fellowship, Phi Beta Kappa, Paul R. Cohen Memorial Prize