About me

I am an econometrician working on econometric theory, statistics, and empirical finance.

My research develops methods for high-dimensional covariance estimation, conformal inference, U-statistics under cross-sectional dependence, factor models, and network dependence.

Work Experience

Research Affiliate

UCL Centre for Finance, since October 2026

Adjunct Lecturer

School of Management, UCL, April 2026-present

Quantitative Researcher Intern

Qube Research & Technologies Academy, 2025-2026

Researched how machine learning can reduce transaction costs in long-short equity strategies.

Postdoctoral Research Fellow

UCL, 2023-2025

Supervised by Prof. Áureo de Paula

Education

PhD in Econometrics

University of Cambridge, 2024

Supervisor: Prof. Oliver Linton

Degree committee: Prof. Xiaohong Chen; Prof. Alexei Onatski

Visiting Assistant in Research

Yale University, 2021-2023

MPhil in Economic Research

University of Cambridge, 2017

Distinction

BSc in Economics; BSc in Mathematics and Applied Mathematics

Peking University, 2016