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:
Rough paths and signature methods in finance
Distributional robustness and model risk
Stochastic analysis and renormalizations
Path-space analysis and pathwise methods
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 broadly interested in the intersection of mathematical finance, stochastic analysis, renormalization methods, and machine learning.