Rae Yu 余蕊琪

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Quantitative Researcher

Chicago Trading Company

I am a quantitative researcher at Chicago Trading Company.

Previously, I completed my Ph.D. in Operations Research and Financial Engineering at Princeton University, where I was advised by Matias Cattaneo.

My research focuses on statistical and machine learning methods for causal inference, as well as foundational questions in probability. My work includes:

  • Causal inference: regression discontinuity designs, heterogeneous effects, network interference.
  • Foundations: strong approximation, decision trees under weak signals.

I am interested in applications to social science and finance.

Before Princeton, I earned an Honours Bachelor of Science in Mathematics and Its Applications in Financial Economics from the University of Toronto, where I worked with Yosh Halberstam.

CV

Papers

  1. JoE
    Estimation and Inference in Boundary Discontinuity Designs: Distance-Based Methods
    Matias D Cattaneo, Rocio Titiunik, and Ruiqi Rae Yu
    Journal of Econometrics, 256 (Part A), Article 106266, 2026
  2. AoS
    Strong approximations for empirical processes indexed by Lipschitz functions
    Matias D Cattaneo, and Ruiqi Rae Yu
    The Annals of Statistics, 53(3), 1203-1229, 2025
  3. arXiv
    Estimation and Inference in Boundary Discontinuity Designs: Location-Based Methods
    Matias D Cattaneo, Rocio Titiunik, and Ruiqi Rae Yu
    arXiv preprint arXiv:2505.05670, 2026
    Journal of the American Statistical Association: minor revision.
  4. arXiv
    Accuracy Limits of Causal Trees for Individualized Treatment Effects
    Matias D Cattaneo, Jason M Klusowski, and Ruiqi Rae Yu
    arXiv preprint arXiv:2509.11381, 2026
    Proceedings of the National Academy of Sciences: revision requested.
  5. arXiv
    Robust Inference for the Direct Average Treatment Effect with Treatment Assignment Interference
    Matias D Cattaneo, Yihan He, and Ruiqi Rae Yu
    arXiv preprint arXiv:2502.13238, 2025
  6. working paper
    Estimation and Inference in Boundary Discontinuity Designs: Pooling-Based Methods
    Matias D Cattaneo, Rocio Titiunik, and Ruiqi Rae Yu
    2025
    Work in progress.
  7. Chapter
    Boundary Discontinuity Designs: Theory and Practice
    Matias D Cattaneo, Rocio Titiunik, and Ruiqi Rae Yu
    In Advances in Economics and Econometrics: Thirteenth World Congress, forthcoming
    Cambridge University Press, volume 1, chapter 2.
  8. arXiv
    rd2d: Causal Inference in Boundary Discontinuity Designs
    Matias D Cattaneo, Rocio Titiunik, and Ruiqi Rae Yu
    arXiv preprint arXiv:2505.07989, 2026

Teaching

  • ORF 524: Statistical Theory & Methods — TA (Fall 2025)
  • ORF 245: Fundamental of Statistics — TA (Fall 2022, Spring 2023, Fall 2023)

Peer Review

  • Economic Letters
  • Econometric Theory
  • Journal of Causal Inference
  • Journal of Econometrics
  • Journal of the American Statistical Association
  • Operations Research
  • Statistical Science