Research Interests

• Empirical modeling, data-driven decision making, healthcare operations, revenue management
• Empirical asset pricing, fintech, om-finance interface

Academic Qualification

• PhD Columbia University, Decision, Risk, and Operations
• M.Sc. Columbia University, Financial Engineering
• B.Sc. Peking University, Physics

Academic And Professional Experience

• Assistant Professor of ISOM, Hong Kong University of Science and Technology, 2021 - present
• Quantitative Researcher (Intern), Cubist Systematic Strategies, 2018
• Quantitative Analyst (Intern), Bank of America Merrill Lynch, 2017
• Desk Strat, Morgan Stanley, New York, 2016

Review Articles

• SHEN, Y., CHAN, C., ZHENG, F. and ESCOBAR, G., "Structural Estimation of Intertemporal Externalities on ICU Admission Decisions", submitted.
• SHEN, Y., CHAN, C., ZHENG, F. and Argenziano, M. and Kurlansky, P., "The Impact of Surgeon Daily Workload and its Implications for Operating Room Scheduling", submitted.
• LIU, Z., SHEN, Y., and SUN, Y., "Operating Three-sided Marketplace: Pricing and Spatial Staffing in Food Delivery Systems", submitted.
• GLASSERMAN, P., MAMAYSKY, H. and SHEN, Y., "Dynamic Information Regimes in Financial Markets", Management Science, forthcoming.
• SHEN, Y. and SHI, M., " Intraday Variation in Cross-sectional Stock Comovement and Impact of Index-based Strategies", Journal of Financial Markets, forthcoming.
• MAMAYSKY, H., SHEN, Y., and WU, H., " Credit Information in Earnings Calls", working paper.
• SHEN, Y., LI, C., and SCAILLET, O., "Wealth Effect on Portfolio Allocation in Incomplete Markets", working paper.

Funded Projects

• Early Career Scheme (ECS) Reserach Grant (PI), Managing Patient Flow with Adaptive Behaviours from Multiple Units, 2024 - 2027

Honors

• Early Career Scheme (ECS) Research Grant (PI), HKD 554,156, Hong Kong Research Grants Council, 2024 - 2027
• Faculty Initiation Grant, HKUST, 2021 - 2024
• Second place, INFORMS HAS Paper Competition, 2021
• Finalist, INFORMS Service Science Best Cluster Paper, 2021
• Silver Medalist in China Physics Olympiad, 2009