I am an applied statistician with primary interests in time series analysis and financial econometrics. My recent work focuses on volatility modeling and forecasting for ultra high frequency data (UHF). As a part of this research, I am working on point processes which capture long-range dependence of UHF, and developing hierarchical models for describing volatilities on different time scales. Since volatility plays a crucial role for accessing risks in financial markets, e.g., automated trading and market making, I am particularly interested in investigating the robustness and computational feasibility of my methods in these financial applications.