

PhD Candidate and Associate Researcher in Mathematical Statistics dedicated to the study of Stochastic Analysis and high-frequency inference for SDEs. Core research focuses on Ito processes and Markovian interest-rate models (such as CKLS, CEV and CIR), with expertise in employing Malliavin Calculus for rigorous parameter estimation. Beyond classical frameworks, research interests extend to Lévy-driven SDEs, jump-diffusion models, and McKean-Vlasov processes. Currently engaged in developing advanced methodologies for Jump-robust Volatility Estimation based on multipower variation and investigating non-Markovian dynamics involving fractional Brownian motion.
Coordinated administrative operations and academic events for the math department to ensure efficient scheduling and logistical support.
Supported faculty members in delivering instructional content and managing pedagogical duties to enhance the overall departmental learning environment.
Mentored Master’s and undergraduate students on research projects, moderating weekly seminars and refining graduation theses for scholarly publication.
Represented the laboratory in domestic and international academic exchanges to cultivate strategic inter-institutional collaborations and professional networks.
Instructed foundational STEM tutorials and Q&A sessions, facilitating student mastery in core subjects including Calculus, Probability, and Statistics.
Improved R and Python codes performances used in academic papers and textbooks of Prof. Dr. Wolfgang Härdle and IRTG 1792
Created codes for new examples, Corrected errors of previous models and Added both R and python
quantlets/codes to each example
Helped with secretarial and clerical work including
arranging weekly academic sessions.
R programming
Python programming
Data Analysis
Quantitative research
Statistical modeling