He Li

Ph.D. in Statistics
Department of Technology, Operations, and Statistics
Stern School of Business
New York University
E-mail: hli [@] stern [DOT] nyu [DOT] edu

About me

I am currently working at Citadel, Global Quantitative Strategies as a quantitative researcher.

Before joining Citadel, I obtained my Ph.D. degree in statistics at Department of Technology, Operations, and Statistics, Stern School of Business, New York University, advised by Professor Xi Chen in 2022.

I received my Bachelor's degree in Economics and Finance at School of Economics and Management, Tsinghua University and Bachelor's degree in Mathematics at Department of Mathematics, Tsinghua University in 2018.

Publications

• Xi Chen, Jason D. Lee, He Li, and Yun Yang. (in alphabetical order) Distributed Estimation for Principal Component Analysis: an Enlarged Eigenspace Analysis.
  Journal of the American Statistical Association (Theory and Methods), 2021.

• Xi Chen, Zehua Lai, He Li, and Yichen Zhang. (in alphabetical order) Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods.
  Journal of the American Statistical Association (Theory and Methods), 2023.

• Xi Chen, Zehua Lai, He Li, and Yichen Zhang. (in alphabetical order) Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent. arXiv, 2022.