CHEN, Yilun

Assistant Professor

Education Background

Ph.D. Operations Research, Cornell University, 2014-2021

B.S. Mathematics, Peking University, 2010-2014

Research Field
Applied Probability, Sequential Decision-Making, Stochastic Control, Optimal Stopping and Option Pricing, Multi-armed Bandits, Inventory Control
Email
chenyilun@cuhk.edu.cn
Office
Room 322a, Daoyuan Building
Biography

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. Subsequently, he went to the Georgia Institute of Technology in the United States to study operations research. In 2017, he transferred to Cornell University and obtained a Ph.D. in operations research in 2021.

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.

Academic Publications
  1. Yilun Chen, David Goldberg. 2018. Beating the Curse of Dimensionality in Optimal Stopping, Mathematics of Operations Research