Hi! I am a fifth-year Ph.D. candidate from School of Mathematical Sciences, Peking University, advised by Professor Lan Wu.

Previously, I received my Bachelor Degree in financial mathematics (School of Mathematical Sciences) and economics (National School of Development) from Peking University in 2020.

My research interests include:

• Market Microstructure, High-frequency and Algorithmic Trading
• Stochastic Modeling, Stochastic Control and Stochastic Games

Email: yufan_chen AT pku Dot edu Dot cn