Shi is my family name. The pronunciation of the "Qi" in my first name is similar to "Chee" in English.
Qijin Shi
PhD student
Department of Statistics and Applied Probability
University of California, Santa Barbara
E-mail: qijin [at] ucsb [dot] edu
Research interests:
Model-free Finance
Rough Paths and other pathwise methods in finance
Signature methods in machine learning
I am a PhD student in statistics and applied probability at UCSB, emphasising financial mathematics.
I obtained my Bachelor's and Master's degrees in (pure) mathematics from University of Heidelberg and University of Bonn, respectively.
Currently, I am seeking applications of rough path theory in financial modelling. More generally, I am interested in model-free and pathwise methods-based finance. I am also interested in developing signature-based machine learning methods.