Curriculum Vitae

Dr. Yan obtained his Ph.D. degree from Department of SEEM at The Chinese University of Hong Kong in 2019. He also received a master's degree in computer science from Institute of Computing Technology at Chinese Academy of Sciences in 2015, and a bachelor's degree in pure mathematics from Nankai University in 2012. After completing the postdoc in School of Data Science at City University of Hong Kong in 2020, he joined our institute as an assistant professor.

Dr. Yan works at the intersection of AI and finance. He does research on problems in the areas of financial engineering and FinTech such as risk management, asset pricing, quantitative investments, and derivatives, with machine learning and data science methodologies. His research interests also include generative learning, causal learning, OOD generalization, and uncertainty quantification in machine learning.

He has served as a reviewer for academic conferences such as NeurIPS, ICML, ICLR, and AAAI, and has been invited to give talks at INFORMS Annual Meeting and Asian Quantitative Finance Conference. His research is supported by the Young Scientists Fund of NSFC.

For more information, please visit his website: https://sites.google.com/view/xingyan

For publications, please visit https://scholar.google.com/citations?user=9d2JaVMAAAAJ&hl=en