My research interests revolve around the development of quantitative methodologies to address the emerging issues of (statistical) model misspecification (uncertainty) in various industries. My focus has been placed on quantifying the impact of various forms of model uncertainty on the quality of decision making, and developing the notion of robust solutions by advancing the fields of stochastic optimization, risk analysis and applied statistics. I am interested in Operations and Risk Management applications, which include but are not limited to, portfolio selection, supply chain and inventory management, revenue management and pricing, and derivative pricing.

During my graduate studies, I had the opportunity to work with Prof. Roy Kwon at University of Toronto, and people from Advanced Optimization Lab at McMaster University, including Prof. Antoine Deza and Prof. Tamas Terlaky.