哥伦比亚大学运筹学博士，2010-2014
哥伦比亚大学运筹学硕士，2009-2010
北京大学数学学士，2005-2009

陈昕韫博士于2014年取得哥伦比亚大学运筹学博士学位。她的研究兴趣包括应用概率论、蒙特卡洛方法和它们在金融市场中的应用。相关研究成果发表于Annals of Applied Probability、Mathematics of Operations Research和Accounting and Finance等期刊。在加入香港中文大学（深圳）前，她曾经是纽约州立大学石溪分校和武汉大学的助理教授。

ARTICLES IN JOURNALS

1. Two-parameter Sample Path Large Deviations for Infinite Server Queues, with Jose Blanchet and Henry Lam (2014). Stochastic Systems 4:206-249 

2. Steady-state simulation of reflected Brownian motion and related stochastic networks, with Jose Blanchet (2015). Annals of Applied Probability 25:3209-3250

3. ε-Strong Simulation for Multidimensional Stochastic Differential Equations via Rough Path Analysis, with Jose Blanchet and Jing Dong (2017). Annals of Applied Probability 27: 275-336.

4. Does the T+1 Rule Really Reduce Speculation? Evidence from Chinese Stock Index ETF， with Yan Liu and Tao Zeng (2018), Accounting and Finance 57:1287–1313.

5. Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment, with A. Korhan Aras and Yunan Liu, Queueing Systems: Theory and Applications, forthcoming.

6. Perfect Sampling for Generalized Jackson Networks, with Jose Blanchet, Mathematics of Operations Research, forthcoming.

CONFERENCE PROCEEDINGS

1. Exact gradient simulation for stochastic fluid networks in steady state. Simulation Conference (WSC), 2014 Winter (Vol.2015, pp.586-594). IEEE. 

 2. Modeling inter-trade durations in the limit order market, with Jianzhao Yang, Zhicheng Li and Haipeng Xing. 2016 Symposium of the International Chinese Statistical Association Series: Springer Proceedings in Mathematics & Statistics, Vol. 57. Springer-Verlag, New York.

3. Infinite-horizon off-policy policy evaluation with multiple behavior policies, with Lu Wang, Yizhe Hang, Heng Ge and Hongyuan Zha. Accepted to ICLR 2020.