Student Spotlight: Erica Zhang
September 26, 2023
Meet Erica Zhang, an incoming PhD student in MS&E.
WHERE I LIVED PRIOR TO STANFORD
New York City
Columbia College, Columbia University
DEGREE & MAJOR
Bachelors in Mathematics and Statistics
RESEARCH THEMES MY WORK REPRESENTS
AI & Data Science
Academic and work experience
During my undergraduate studies at Columbia, I delved into emerging fields within mathematical finance and engineering, including optimal transport, stochastic optimization and control, and functional portfolio theory. My involvement in academic research projects and industry fellowship programs further deepened my interest in applied probability, stochastic systems, and financial engineering.
How do we model and quantify uncertainty? How do we capture signals (the "drift") among a flood of information (the "noise")? How do we optimize the future objectives based on only the controllable predictable processes? These questions captivate me, and the prospect of uncovering the concealed patterns within complex, potentially deceptive phenomena in pivotal applied fields is exhilarating.
Inspired by mathematician Hans Hahn's philosophy, I view mathematics and statistics as the exact brilliantly created conceptual scheme through which we can abstract information and perform tautological transformations (or mathematical deductions) to discover the laws of our world—these "hidden structures" that often remain elusive to our understanding. As I embark on my PhD journey in MS&E, I aspire to uncover more of these elusive structures within the cacophony of "noise" in critical applied fields, and push my knowledge to new frontiers.
Impact I hope to have in my field and the world
I am interested in developing and leveraging model-free statistical tools to creatively "mine" latent structures amongst noise and uncertainty in key applied fields (including but not limited to finance), propel understanding of key concepts and phenomena, and design implementable/applicable solutions for improvements.
Interests and hobbies
Music (composition, performance, ethnomusicology, etc.), theaters, musicals (I love Broadway shows) & operas, concerts, art appreciation and art museums, philosophy, board games, plants, sailing (I am an ASA certified keelboat sailor!) and skiing, and all the wonderful new things to come :)