Hi! I am a Postdoctoral Principal Researcher at the Booth School of Business, University of Chicago, working with Professor Baris Ata.

I received my Ph.D. in Statistics (Financial Mathematics) from the School of Mathematical Sciences, Peking University, in July 2025, advised by Professor Lan Wu. I was also very fortunate to be supervised by Professors Ruixun Zhang, Renyuan Xu, and Weijie Su on particular projects.

I received my Bachelor’s degree in Financial Mathematics from the School of Mathematical Sciences and a second major in Economics from the National School of Development, both at Peking University, in 2020.

My research interests include:

• Stochastic Modeling, Stochastic Control and Stochastic Games
• Reinforcement Learning and Deep Learning with Applications in Finance
• Market Microstructure, High-frequency and Algorithmic Trading

Email: yufan.chen AT chicagobooth Dot edu