Jonathan Light
I am currently a Ph.D. student at Rensselaer Polytechnic Institute, Troy NY (RPI).
Broadly speaking, I am interested in the interplay between incentives (economics), algorithms (computer science), and learning (statistics), including
algorithmic game theory, online learning, sequential decision making, reinforcement learning, data economics, market design, multi-agent systems.
My current work is focused on foundation models for decision making, where we combine traditional sequential decision making methods with foundation models.
I like collaborations! Reach out if you've got a cool problem you'd like to chat about.
"Know what you know and know what you do not know. That is true wisdom." -- Confucious
In modern words, know the known knowns, known unknowns, and unknown unknowns. I feel like this is a good way to approach research, and life in general, and is particularly relevant to creating intelligent machines.
In my spare time, I enjoy playing and designing board games, reading science fiction, electronic music composition, and fencing. I find well designed games to be extremely elegant, and a great inspiration for research.
Email  / 
LinkedIn  / 
Github
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Education
Ph.D.           Sep 2023 - Present
                       Rensselaer Polytechnic Institute (RPI), Troy, NY, U.S.
                       Ph.D. student in Computer Science
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M.S.              Aug 2021 - Mar 2023
                       University of Chicago, Chicago, IL, U.S.
                       M.S. in Financial Mathematics
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B.S.              Aug 2017 - May 2021
                       Reed College, Portland, OR, U.S.
                       B.S. in Mathematics and Economics
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Teaching
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Teaching Assistant, AI and Blockchain, Dacheng Xiu. Booth School of Business Executive MBA Program, 2023 Summer
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Teaching Assistant, Options Pricing, Roger Lee. University of Chicago PSD, 2023 Spring
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Teaching Assistant, Bayesian Statistical Inference and ML, Gordan Ritter. University of Chicago PSD, 2023 Spring
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Teaching Assistant, Decoding Fintech, Dacheng Xiu. Booth School of Business, 2023 Winter
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Teaching Assistant, Mathematical Statistics, Jonathan Wells. Reed College, 2021 Spring
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Teaching Assistant, Probability Theory, Jonathan Wells. Reed College, 2020 Fall
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Teaching Assistant, Macroeconomics, Zhe (Jasmine) Jiang. Reed College, 2020 Fall
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Teaching Assistant, Econometrics, Fellipe Carrera. Reed College, 2020 Fall
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Teaching Assistant, Introduction to Analysis, David Krumm. Reed College, 2019 Fall
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Honors and Awards
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Phi Beta Kappa, 2021
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Reed Commendation for Excellence in Scholarship, 2018, 2019, 2020, 2021
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Reed Science Research Fellow, 2020
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Reed Financial Services Fellow, 2019
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Other Notes
I go by either Jonathan Li or Jonathan Light. I usually use Light in publications because
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Li is a very common last name and people often get confused with all the other people that share the same name as me
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Light is the semantic translation of both my Chinese given name and courtesy name
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Light nearly preserves the lexigraphic ordering of Li
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