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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.

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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:

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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.

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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

Shanghai Jiao Tong University

© 2018 by Xiang-Shen Ye at Financial System Optimization Lab

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