Started last year, I joined a fantastic group to do research on a two-stage optimization problem – Newsvendor problem considering both input uncertainty and stochastic uncertainty. I’m very honored to be tutored by two excellent researchers who not only teach me knowledge but most importantly making me a good researcher. With solid background in nonlinear optimization and financial simulations, first stage work is not hard for me. I spent days and nights coding and running macro replications to produce numerical results within different scenarios for nonparametric case, which also provided me an insight to better serve later research. I started to read numbers of papers in relative study and become familiar with it in a very short time. Within the structure they build for me, I provided decent output but I’m not satisfied. Since I knew I was weak in statistics, I started to read Bayesian Data Analysis wrote by Andrew Gelman and took a coursera class about Bayesian approach, in which posterior predictive distribution was used quite frequently in our research. With diligence, enthusiasm and innovation, when we went to special cases in parametric study, I was able to lead meetings, to build the structure myself and to create operators that solved messy problems. Furthermore, my solid math analysis skills were so useful when I needed to prove theorems and lemmas. Now, as we are researching on general case, my advisors give me full trust to lead this research because they believe I’m a qualified …show more content…
As a marathon runner, these qualities are in my vein. Math is not my first major. I was studying literature when I was in high school but was also in school math Olympic team. When I was an undergraduate, finance was my research area. Even my first master was not totally about math. However, math somehow still went through my academic path before I fully found where I should belong. Luckily, once it was determined it started. When I started pursuing my master of applied math, admittedly, difficulties strike me a lot. But it was exactly these late nights, leaving me and math alone, enhanced my love towards math and started my right path. Try to imagine the ultimate joy when you walk down the street hugged by the first sunshine of the day with the adequacy of understanding and solving what you are doing. Heaven won’t go beyond this. Math is my heaven. Difficulties always exist in life. Some people might be knocked down; some might choice to back off. But I would never, I always fight back with full passion and energy and it is exact difficulty itself makes your success more joyful and proud. Also, I think it’s the same reason my advisors still chose me to join their group when there were so many great students seems better than me. They saw my endless enthusiasm and steel determination towards optimization aside from my academic