Younghun Lee
I am Younghun Lee, a master's student in the Department of Statistics at the University of Chicago, advised by Prof. Wei Biao Wu. My research interests center on the distributional theory of stochastic learning dynamics. I currently work with Prof. Wu on stochastic approximation and with Prof. Yuxin Chen on active representation learning. Outside of research, I run and climb.
Research
Statistical Certification for Active Binary Classification
A Nonlinear Time-Series Theory for Constant-step SGD with Momentum
Limit Theory for Online Expectile Estimation under Short and Long Range Dependence
Teaching
FINM 340Probability and Stochastic Processes
FINM 320Numerical Methods
STAT 390Stochastic Calculus
FINM 330Option Pricing
Projects
Nonlinear Cointegration in Pairs Trading
Pairs Trading with Mixture Copulas