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

I received my Ph.D. in Statistics from the School of Mathematical Sciences, Peking University, in July 2025, advised by Professor Lan Wu. I was also very fortunate to work with 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 develops stochastic and data-driven models for dynamic decision-making under uncertainty and frictions. I am particularly interested in settings where agents face market frictions, information constraints, strategic interaction, or resource constraints.

My work combines tools from stochastic control, stochastic games, high-frequency econometrics, and machine learning. Current applications include market microstructure, optimal execution, asset management, and data-driven service operations.

Research interests:

• Market microstructure, high-frequency and algorithmic trading
• Stochastic control and inventory models for service operations
• Machine learning and econometric methods for dynamic systems
• Information, attention, and asset management decisions

Email: yufan.chen AT chicagobooth Dot edu