
Xiang-Shen (Irving) Ye
ABOUT ME
I received the Ph.D. degree in Stochastic Optimization and Financial Engineering in 2019 from the Department of Automation, Shanghai Jiao Tong University, Shanghai, China, under the supervision of Professor Xi-Ren Cao. From Sep 2017 to Sep 2018, I worked as a Joint Ph.D. student of Coordinated Science Laboratory at University of Illinois at Urbana-Champaign supervised by Professor Tamer BaÅŸar.
My current research interests include discrete event dynamic systems, stochastic learning and optimization, game theory, and financial engineering.
I received the B.Eng. degree in automation science from Beijing University of Aeronautics and Astronautics, Beijing, China, in 2013. During the same period, I exchanged to Tsinghua University for my Graduation Thesis “A Stock Investment Trading System Based on Markov Chains” supervised by Professor Li Xia, and National Chiao Tung University for a Summer Program.
​
Since 2013, I have been a Research & Teaching Assistant in Shanghai Advanced Institute of Finance (SAIF), Shanghai, China. I was involved in the construction of Trading Lab Program and the 2017 Rotman International Trading Competition, Toronto, Canada. Meanwhile, I have serviced for the following courses:
​
Financial Econometrics (for Prof. Yexiao Xu), Trading Lab (for Prof. Tao Wang), Quantitative Analysis & Modeling (for Prof. Hong Chen), Financial Ethics (for Prof. Tzu-Kuan Chiu), Business Writing (for Dr. Weiwei Liu), etc.
​
In my free time, I enjoy reading, hiking, skiing, chess, guitar, and basketball.

EDUCATION
RESEARCH INTERESTS
Discrete Event Dynamic Systems
Queueing Network and Markov Decision Processes
2017 - 2018
University of Illinois at Urbana-Chamaign
Joint Ph.D. in Stochastic Optimization and Game Theory
Stochastic Learning and Optimization
Stochastic Control and Reinforcement Learning
Game Theory
Multi-Agent System and Mean-Field Game
Financial Engineering
Systemic Risk, Portfolio, and Algorithm Trading
2013 - 2019
Shanghai Jiao Tong University
Ph.D. in Stochastic Control and Financial Engineering
2009 - 2013
Beijing University of Aeronautics and Astronautics
B.Eng. in Automation Science
2012 - 2013
Tsinghua University
Undergraduate Thesis in Financial Engineering