Ph.D. Operations Research, Cornell University, 2014-2021
B.S. Mathematics, Peking University, 2010-2014
Professor Yilun Chen is the Assistant Professor in the School of Data Science of The Chinese University of Hong Kong, Shenzhen. Professor Chen received the bachelor’s degree in mathematics from Peking University in 2014. He obtained his Ph.D. degree from Cornell University in 2021. Prior to that, he was a Ph.D. student in Georgia Institute of Technology. He was a postdoctoral researcher at Columbia Business School during 2021-2022.
Professor Chen's research focus areas are Applied Probability, Sequential Decision-Making, Stochastic Control, Optimal Stopping and Option Pricing, Multi-armed Bandits, Inventory Control. He was the winner of the 2019 INFORMS Nicholson Best Student Essay Competition.
- Yilun Chen, David Goldberg. 2018. Beating the Curse of Dimensionality in Optimal Stopping, Mathematics of Operations Research