- Empirical modeling, data-driven decision making, healthcare operations
- Asset pricing, information dynamics, financial engineering
- 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
- SHEN, Y., CHAN, C., ZHENG, F. and ESCOBAR, G., "Structural Estimation of Intertemporal Externalities on ICU Admission Decisions", submitted.
- SHEN, Y., Glasserman, P. and Mamaysky, H., "Dynamic Information Regimes in Financial Markets", Management Science, major revision.
- SHEN, Y. and SHI, M., "Index-based Investing and Intraday Stock Dynamics", Management Science, reject & resubmit.
- SHEN, Y., LI, C., and SCAILLET, O., "Wealth Effect on Portfolio Allocation in Incomplete Markets", working paper.
- Operating Room Scheduling with Effects of Surgeon’s Daily Workload, with Carri Chan, Fanyin Zheng
- Pricing Model for Credit Default Swaps with Text Data, with Harry Mamaysky and Hongyu Wu
- Second place in INFORMS HAS Paper Competition, 2021
- Chazen Research Grant, Columbia University, 2020
- Paul & Sandra Montrone Doctoral Fellowship, Columbia University, 2019, 2020
- Deming Doctoral Research Fellowship, Columbia University, 2019
- Silver Medalist in China Physics Olympiad, 2009