Xiang-Shen Ye received the Ph.D. in Stochastic Optimization and Financial Engineering in 2019 from the Financial System Optimization Lab, Department of Automation, Shanghai Jiao Tong University, under the supervision of Prof. Xi-Ren Cao. From Sep 2017 to Sep 2018, he was a Joint Ph.D. student of Coordinated Science Laboratory at University of Illinois at Urbana-Champaign supervised by Prof. Tamer Başar.

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His current research interests include discrete event dynamic systems, stochastic learning and optimization, game theory, and financial engineering.