About

I am an Assistant Professor in the Department of Management Science & Engineering at Stanford University. My research focuses on market microstructure, decentralized finance (DeFi), and the application of AI to financial decision-making. My work has been published in the <em>Review of Financial Studies</em> and the <em>Journal of Financial Economics</em>, and has informed policy discussions at the Federal Reserve, the SEC, and the Bank for International Settlements. Before Stanford, I was a quantitative systematic trader at Susquehanna International Group, where I led efforts to build systematic trading and market-making strategies for DeFi from the ground up. I hold a Ph.D. in Operations Research from Columbia University (advised by Agostino Capponi) and a B.S. and M.A. in Mathematics from UCLA.

Research topics

• Computer science
• Artificial intelligence
• Natural language processing
• Machine learning
• Data mining

Frequent coauthors

• Percy Liang

  33 shared

• Alexander Hoyle

  25 shared

• Joe Barrow

  25 shared

• Sameer Singh

  25 shared

• John P. Lalor

  25 shared

• Kai-Wei Chang

  25 shared

• Pedro Rodríguez

  25 shared

• Jordan Boyd‐Graber

  25 shared

Education

• Ph.D., Operations Research

  Columbia University

• M.A., Mathematics

  University of California, Los Angeles (UCLA)

• B.S., Mathematics

  University of California, Los Angeles (UCLA)

Awards & honors

• INFORMS Best Paper
• CBER Best Paper

Similar researchers at Stanford University

• Yi Cuih-287
• Zhenan Baoh-224
• Karl Deisserothh-218
• Michael Snyderh-215
• Roger Blandfordh-205