Younghun Lee

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.

hun@uchicago.edu CV

Research

Statistical Certification for Active Binary Classification

Younghun Lee, Yuxin Chen · Preprint, 2026

A Nonlinear Time-Series Theory for Constant-step SGD with Momentum

Younghun Lee, Jake Zummo, Wei Biao Wu · Preprint, 2026

Limit Theory for Online Expectile Estimation under Short and Long Range Dependence

Younghun Lee, Jake Zummo, Wei Biao Wu · Preprint, 2026

Teaching

FINM 340Probability and Stochastic Processes Fall 2026

FINM 320Numerical Methods Spring 2026

STAT 390Stochastic Calculus Winter 2026

FINM 330Option Pricing Fall 2025

Projects

Nonlinear Cointegration in Pairs Trading

Independent project · 2023

Pairs Trading with Mixture Copulas

Team project · 2023 · IAQF Winner

Based on a template by Daniel R. Jiang.