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I am a Ph.D. candidate under the supervision of Prof. Aurelie Thiele in the Department of Industrial and Systems Engineering at Lehigh University.
My research interest revolves around robust and data driven risk management. Specifically, I am interested in modeling and solving optimization problems in the presence of parameter uncertainty using robust optimization techniques. I have focused on following problems: portfolio management under downside risk measures, robust portfolio optimization with stochastic asset price modeling, robust customized pricing in business-to-business commerce, and volatility risk hedging.