TH’s teaching (previous appointments)

Columbia University, Department of Statistics:

Assistant Professor of Statistics

SIEO G6501 “Stochastic Processes and Applications I”; Fall 2000

STAT W4606 “Elementary Stochastic Processes”; Spring 2001, Spring 2002

STAT W1211 “Introduction to Statistics (B)”; Fall 2001

STAT W4437 “Time Series Analysis”; Fall 2001, Spring 2002, Fall 2002, Spring 2003, Fall 2003, Fall 2004, Spring 2005

STAT W4107 “Statistical Inference”; Fall 2002, Spring 2003, Fall 2003, Fall 2004

University of Tokyo, Graduate School of Mathematical Sciences:

COE Visiting Associate Professor

“Recent Topic in Mathematical Finance: Stochastic Portfolio Theory”; Spring 2004

Ajunct Lecturer

“Applied Probability Models: Gambling and Investment” (in Actuarial Statistics Seminar II), Fall 2006

“Applied Probability Models: Models for Market Microstructure and High-Frequency Data” (in Actuarial Statistics Seminar II), Fall 2007, Fall 2008