Research Projects

Current Research

1. Sequential Decision Making (MDP, POMDP)

Markov Decision Processes (MDPs) and Partially Observable Markov Decision Processes (POMDPs) provide a flexible mathematical framework for modeling decision making when uncertainty is present in the system. My research primarily focuses on solving MDPs and POMDPs with continuous action and observation spaces, such that the proposed algorithms not only have provable theoretical convergence guarantees but also are computationally efficient and can be deployed in real autonomous systems.

2. Learning-Based Perception with Model-Based Control

In many realistic scenarios, simple and well-understood dynamics models are sufficient for control, such as navigation for model cars or quadcopters. Rather, the burden is on the vision and perception components that require learning. My research focuses on efficiently combining deep-learning based perception with optimal control models, such that the agents can navigate in a priori unknown environments.

(Image from DJI Tello)

Industry Projects

Quantitative Finance

IMC Financial Markets (Jan. 2016 - Aug. 2016)
As a summer intern, I modeled inter-index and inter-expiry implied volatility correlations through on-line updates with weighted linear regression. With the model, I proposed a correction to the pricing model to factor in implied vol. correlations to improve estimated trading gains up to $1,000/day.

As a winter intern, I learned theoretical and technical concepts of quantitative trading, such as valuation and quote allocation, through mock trading and mini programming projects using Python's pandas library.

Previous Research

Stochastic MCMC Simulation

Harvard University - Advisor: Prof. Samuel Kou (2016 - 2018)

Computational Condensed Matter

Georgetown University Physics REU - Advisor: Prof. James Freericks (2015)

Harvard University - Advisor: Prof. James Freericks (2015)

Geometric Graph Theory

Indiana University, Hofstra University - Advisor: Prof. Geoffrey Exoo, Prof. Dan Ismailescu (2012 - 2014)