About

I am a PhD student in the Department of Statistical Sciences at the University of Toronto. My academic advisor is Prof. Daniel Roy. This is my blog for interesting side reading and projects.

Previously I was a Masters student in the same department, during which I worked with Prof. Jeffrey Rosenthal. For my undergraduate degree I studied Engineering Science at University of Toronto, majoring in Electrical and Computer Engineering. My undergraduate thesis was supervised by Prof. Christina Christara. You can find my CV here.

Research

I am currently pursuing research in statistical learning theory, in particular applying techniques of probability theory, stochastic analysis, and PDEs.

Masters Research Project - Collaborative Filtering For Student Grade Analysis (2016) [Document] [Code]

Undergraduate Thesis - Efficient and Accurate Numerical PDE Methods For Pricing Financial Derivatives (2015) [Document] [Presentation] [Code]

Contact me

Email: mufan dot li at mail dot utoronto dot ca