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

My research is in applied probability and stochastic modeling, with a focus on financial markets and operations management. I study market microstructure, high-frequency trading, and resource-allocation problems in operations, using tools from stochastic control, econometrics, and machine learning.

I received my Ph.D. in Statistics (Financial Mathematics) from the School of Mathematical Sciences at Peking University in 2025, advised by Professor Lan Wu. I was also very fortunate to work with Professors Ruixun Zhang and Renyuan Xu on several research projects.

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

Research interests:

• Applied probability, stochastic processes, and stochastic control
• Mathematical finance, market microstructure, and high-frequency econometrics
• Stochastic models for operations, service systems, and dynamic resource allocation
• Machine learning and generative methods for stochastic and event-driven systems

You can find my full CV here.

Email: yufan.chen AT chicagobooth DOT edu