The University of Texas at Austin
Mathematics Dept. RLM 8.100
2515 Speedway Stop C1200
Austin, Texas 78712-1202.
I am a fifth year Ph.D. student in the math department at the University of Texas at Austin. My advisor is Prof. Zariphopoulou.
My research is focused on forward performance criteria with applications to optimal execution/high frequency trading, asset allocation, real option indifference valuation, and reinforcement learning.
Here is my CV.
Research projects in preparationMathematical Finance, Stochastic Optimization, Reinforcement Learning.