photo
Steven
Soojin
Kim

From Queens, NY. Ph.D. research in probability theory. Expertise in maths/stats/CS/OR. Goal: apply data in a principled way (i.e., logically, ethically, sympathetically).

E-mail me at steven@ssk.im.


bio

2017-:      Quantitative Researcher, Two Sigma, New York, NY

2012-2017:  Ph.D., Applied Mathematics, Brown University
  (Sigma Xi Award)

2013-2016:  Fellow, NDSEG, US Dept. of Defense

Summer’16:  Data Science Intern, Twitter, Cambridge, MA

2008-2012:  B.S.E., ORFE + PACM + CS, Princeton University
  (J. Rich Steers Award, PACM Prize)

2008-2012:  Pell Grant, Federal Student Aid, US Dept. of Education

Summer’11:  Strategies Summer Analyst, Goldman Sachs, New York, NY


research

During my Ph.D., I did research on applied probability, rare events, and connections to statistics and optimization. I was very fortunate to be advised by Kavita Ramanan.

  1. [Work in progress] (w/ K. Ramanan)
    Working paper.

  2. Large deviations for random projections of ℓp balls
    (w/ N. Gantert and K. Ramanan)
    Annals of Probability, to appear.
    arXiv:1512.04988, doi:TBD

  3. Cramér’s theorem is atypical
    (w/ N. Gantert and K. Ramanan)
    Advances in the Mathematical Sciences, AWM Research Symposium 2015.
    arXiv:1508.04402, doi:10.1007/978-3-319-34139-2_11

  4. A conditional limit theorem for ℓp spheres
    (w/ K. Ramanan)
    Preprint.
    arXiv:1509.05442

  5. Problems at the Interface of Probability and Convex Geometry: Random Projections and Constrained Processes Ph.D. Thesis, May 2017.


teaching+


perspective

I am broadly interested in applicable mathematics — i.e., theory that can reveal new aspects of the world around us. The following (somewhat conflicting) viewpoints summarize my own perspective:

“I regard as quite useless the reading of large treatises of pure analysis: too large a number of methods pass at once before the eyes. It is in the works of applications that one must study them; one judges their ability there and one apprises the manner of making use of them.”

— J.-L. Lagrange

and

“Practical application is found by not looking for it, and one can say that the whole progress of civilization rests on that principle.”

— J. Hadamard