Hengxu Lin (Pronunciation)

Quantitative Researcher

Research Affiliate
Columbia Business School
Microsoft Research Asia

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Selected Coursework

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Columbia Business School,
665 W 130th St, 940 Kravis Hall
New York, New York
[Pronouns: He/Him]

Doctoral Coursework


Statistics and Computer Science

• Probabilistic ML By David Blei
• Causal ML By Anish Agarwal
• Field Experiments, ML and Causal Inference By David Blei and Donald Green
• Topics in Reinforcement Learning By Chong Li
• Natural Language Processing By Kriste Krstovski

Marketing Research

• Mathematical Models in Marketing By Rajeev Kohli
• Empirical Models By Oded Netzer
• Intensive Applied Research By Asim Ansari and Kamel Jedidi
• Multivariate Statistical Analysis By Kamel Jedidi
• Consumer Behavior - Judgement Decision-making By Eric Johnson

Optimization and Stochastic Models

• Fair and Robust Algorithms By Richard Zemel
• Foundations of Optimization By Santiago Balseiro
• Dynamic Programming and Optimal Control By Daniel Russo

Economics and Finance

• Econometrics and Statistical Inference By Fanyin Zheng
• Econometrics By Jushan Bai and Simon Lee
• Economic Theory I, II By Geoffrey Heal
• Industrial Organization - Dynamic Models By Gautam Gowrisankaran
• Industrial Organization - Static Models By Pietro Tebaldi
• Finance Theory By Laura Veldkamp
• Models and Methods of Continuous Time Finance By Neng Wang
• Financial Data Science By Harry Mamaysky
• Financial Econometrics: Panel Data By Xavier Giroud
• Financial Econometrics: Time Series By Geert Bekaert
• Microstructure Theory By Lawrence Glosten


Undergraduate Coursework


Mathematics and Statistics

Mathematics Analysis I, II, III, Real Analysis, Functional Analysis, Ordinary/Partial Differential Equations (ODE/PDE), Geometry and Algebra I, II Operations Research, Discrete Mathematics, Probability Theory, Mathematical Statistics, Machine Learning and Neural Networks

Computer Science and Software

Data Structure and Algorithms, Principle of Database System, Python, C++, C#, Java, SQL, Linux Bash, Matlab, Stata

Economics

Microeconomics, Macroeconomics, Game Theory, Evolutionary Game Theory, Econometrics, Organizational Behavior