About me
I am an Associate Professor in Statistics at the Department of Computer and Mathematical Sciences,
University of Toronto Scarborough and the Department of Statistical Sciences, University of Toronto. I also
hold a non-budgetary cross appointment at the
Department of Mathematics.
Since July 2026 I am the Academic Director of the
Master of Financial Insurance (MFI) program.
Before joining U of T as a tenure-stream Assistant Professor in July 2018, I was a non-tenure track Assistant Professor in Financial Mathematics at
the
Department of Mathematics, University of Southern California, mentored
by
Jin Ma and
Jianfeng Zhang.
I received my PhD in Mathematics from the
University of Washington in 2016
under the supervison of
Soumik Pal. I also completed an MPhil
in Mathematics at
The Chinese University of Hong Kong under
the guidance of
Ka Sing Lau.
I am an associate editor of the journal
Information Geometry (2022-present).
Research
Research interests:
Mathematical finance, probability, optimal transport, information geometry, and their applications.
Google schole profile:
arXiv profile:
Funding and awards:
- NSERC Discovery Grant RGPIN-2025-06021 (2025-2030)
- Royal Society International Exchange Grant (joint with Andrea Macrina) (2025-2027)
- Data Science Institute
Seed Funding for Methodologists (2022)
- Connaught New Researcher Award (2020-2022)
- NSERC Discovery Grant RGPIN-2019-04419 (2019-2025)
PhD students:
Current:
Graduated:
Publications:
- 33. Active portfolio management in concentrated equity markets
With Brian Ceco and Xiaofei Shi.
Preprint (2026). [available upon request]
- 32. Adapted Wasserstein barycenters of Gaussian processes
With Madhu Gunasingam, Francesco Mattesini and Johannes Wiesel
Preprint (2026).
[arXiv]
- 31. Adapted optimal transport between filtered Gaussian processes
With Madhu Gunasingam.
Preprint (2026).
[arXiv]
- 30. Shape-constrained density estimation with Wasserstein projection
With Takeru Matsuda.
Preprint (2026).
[arXiv]
- 29. A mathematical study of the excess growth rate
With Steven Campbell.
Preprint (2025).
[arXiv]
- 28. On the Wasserstein alignment problem
With Soumik Pal and Bodhisattva Sen.
To appear in SIAM Journal on Mathematics of Data Science (2026).
[arXiv]
- 27. JKO schemes with general costs
With Cale Rankin.
Calculus of Variations and Partial Differential Equations (2026).
[journal] [arXiv]
- 26. Maximum likelihood estimation for the λ-exponential family
With Xiwei Tian, Jiaowen Yang and Jun Zhang.
Proceedings of the 7th Conference on Geometric Science of Information (2025).
[proceeding]
- 25. Bregman-Wasserstein divergence: geometry and applications
With Amanjit Singh Kainth and Cale Rankin.
IEEE Transactions on Information Theory (2025).
[journal] [arXiv] [code]
- 24. Macroscopic properties of equity markets: stylized facts and portfolio performance
With Steven Campbell and Qien Song.
Quantitative Finance (2025).
[journal] [arXiv] [code]
- 23. Adapted optimal transport between Gaussian processes in discrete time
With Madhu Gunasingam.
Electronic Communications in Probability (2025).
[journal]
- 22. Efficient convex PCA with applications to Wasserstein geodesic PCA and ranked data
With Steven Campbell.
Journal of Computational and Graphical Statistics (2024).
[journal] [arXiv] [codes]
- 21. Conformal mirror descent with logarithmic divergences
With Amanjit Singh Kainth and Frank Rudzicz.
Information Geometry (2022).
[journal] [code]
- 20. Tsallis and Rényi deformations linked via a new λ-duality
With Jun Zhang.
IEEE Transactions on Information Theory (2022).
[journal]
- 19. Functional portfolio optimization in stochastic portfolio theory
With Steven Campbell.
SIAM Journal on Financial Mathematics (2022).
[journal] [codes]
- 18. λ-deformation: A canonical framework for statistical manifolds of constant curvature
With Jun Zhang.
Entropy (2022).
[journal]
- 17. Random concave functions
With Peter Baxendale.
Annals of Applied Probability (2022).
[journal]
- 16. λ-deformed probability families with subtractive and divisive normalizations
With Jun Zhang.
Handbook of Statistics (2021).
[book chapter]
- 15. Pseudo-Riemannian geometry encodes information geometry in optimal transport
With Jiaowen Yang.
Information Geometry (2021).
[journal]
- 14. Projections with logarithmic divergences
With Zhixu Tao.
Proceedings of the 5th Conference on Geometric Science of Information (2021).
[proceeding]
- 13. On time-consistent conditional expectation under probability distortion
With Jin Ma and Jianfeng Zhang.
Mathematics of Operations Research (2021).
[journal]
- 12. Multiplicative Schrödinger problem and the Dirichlet transport
With Soumik Pal.
Probability Theory and Related Fields (2020).
[journal]
- 11. Scalable gradients for stochastic differential equations
With Xuechen Li, Ricky T. Q. Chen and David Duvenaud.
AISTATS 2020.
[arXiv] [proceeding]
- 10. Random walks and induced Dirichlet forms on compact spaces of homogeneous type
With Ka-Sing Lau and Shi-Lei Kong.
In Analysis, Probability and Mathematical Physics on Fractals, World Scientific (2020).
[book chapter]
- 9. Logarithmic divergence: geometry and interpretation of curvature
With Jiaowen Yang.
Proceedings of the 4th Conference on Geometric Science of Information (Best Paper Award) (2019).
[proceeding]
- 8. Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio
With Christa Cuchiero and Walter Schachermayer.
Mathematical Finance (2019).
[journal]
- 7. Information geometry in portfolio theory
In Geometric Structures of Information, Springer (2019).
[book chapter]
- 6. Logarithmic divergences from optimal transport and Rényi geometry
Information Geometry (2018).
[journal]
- 5. Exponentially concave functions and a new information geometry
With Soumik Pal.
Annals of Probability (2018).
[journal]
- 4. Random walks and induced Dirichlet forms on self-similar sets
with Ka-Sing Lau and Shi-Lei Kong.
Advances in Mathematics (2017).
[journal]
- 3. The geometry of relative arbitrage
With Soumik Pal.
Mathematics and Financial Economics (2016).
[journal]
- 2. Volatility harvesting in theory and practice
With Paul Bouchey and Vassilii Nemtchinov.
The Journal of Wealth Management (2015).
[journal]
- 1. Optimization of relative arbitrage
Annals of Finance (2015).
[journal]
Other manuscripts and works
- Information geometry for the working information theorist
With Kumar Vijay Mishra and M Ashok Kumar.
[arXiv]
- Universal portfolios in stochastic portfolio theory
[arXiv]
- Geometry and Optimization of Relative Arbitrage
PhD Thesis (2016). University of Washington.
[link]
- R Package. RelValAnalysis - Relative Value Analysis
Available on [CRAN]
- Energy, entropy, and arbitrage
With Soumik Pal.
[arXiv]
- Boundary Theory of Random Walk and Fractal Analysis
Mphil Thesis (2011). The Chinese University of Hong Kong.
[link]
- Induced measures of simple random walks on Sierpinski graphs
[arXiv]
