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EDUCATION:

Ph.D., Dept of Statistics, University of Chicago, 2004 - 2008
M.Sc., Dept of Mathematics, Peking University, 2000 - 2003
B.Sc., Dept of Mathematics, Beijing Normal University, 1996 - 2000

ACADEMIC EXPERIENCE:

Associate Professor, Dept of ISOM, HKUST, 2016 -
Assistant Professor, Dept of ISOM, HKUST, 2011 - 2016
Visiting Assistant Professor, Dept of ISOM, HKUST, 2009 - 2011
Postdoctoral Fellow, Dept of Mathematics, University of British Columbia, 2008 - 2009

EDITORIAL APPOINTMENT:

Associate Editor, Statistica Sinica, 2017 -

HONORS AND AWARDS:

Hong Kong RGC General Research Fund (GRF) (2020 - 2022, PI), "Inference for high-dimensional elliptical models"

Hong Kong RGC Theme-based Research Grant (2019 – 2022, Co-PI), "Contributing to the Development of Hong Kong into a Global Fintech Hub"

Hong Kong RGC General Research Fund (GRF) (2018 - 2020, PI), "Statistical Inference of Large Factor Models"

Hong Kong RGC General Research Fund (GRF) (2016 - 2018, PI), "High-dimensional Inference with Applications to Large Portfolio Management"
Hong Kong RGC General Research Fund (GRF) (2014 - 2016, PI), "Particle Systems in Random Environments"
Hong Kong RGC General Research Fund (GRF) (2011 - 2014, PI), "Statistical Inference for High Dimensional and High Frequency Data"
Hong Kong RGC General Research Fund (GRF) (2010 - 2013, PI), "Critical Behavior of Stochastic Spatial Models"
Hong Kong RGC General Research Fund (GRF) (2010 - 2013, Co-I), "Statistical Analysis of High frequency Financial Data in the Presence of Random Transaction Times and Market Microstructure Errors"
Hong Kong RGC Direct Allocation Grant (DAG) (2010 - 2013, PI), "Estimating Covariation Matrix for High Dimensional Diffusion Processes Using High Frequency Data"


RESEARCH


TEACHING