Assistant Professor
Yiwen SHEN
Operations Management
Assistant Professor
Yiwen SHEN

Research Interests

  • Empirical modeling, data-driven decision making, healthcare operations
  • Asset pricing, information dynamics, financial engineering

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., 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.

Funded Projects

Ongoing Projects
  • 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