Prof. Yiwen SHEN
Assistant Professor, Opertions Management yiwenshen@ust.hk

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Academic qualification
PhDColumbia University, Decision, Risk, and Operations
M.Sc.Columbia University, Financial Engineering
B.Sc. Peking University, Physics

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ACADEMIC AND PROFESSIONAL EXPERIENCEAssistant Professor of ISOM, Hong Kong University of Science and Technology, 2021 - present
Quantitative Researcher (Intern), Cubist Systematic Strategies, 2018
Quantitative Analyst (Intern), Bank of America Merrill Lynch, 2017
Desk Strat, Morgan Stanley, New York, 2016

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REVIEW ARTICLESSHEN, Y.,CHAN, C., ZHENG, F.and ESCOBAR, G., "Structural Estimation of Intertemporal Externalities onICU Admission Decisions
Dynamic Information Regimes inFinancial Markets
Index-based Investing and Intraday Stock Dynamics
Wealth Effect onPortfolio Allocation inIncomplete Markets
research-interests">RESEARCH INTERESTS Empirical modeling, data-driven decision making, healthcare operations
Asset pricing, information dynamics, financial engineering

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FUNDED PROJECTS ONGOING PROJECTSOperating Room Scheduling with Effects of Surgeon’s Daily Workload, with Carri Chan, Fanyin Zheng
Pricing Model for Credit Default Swaps with Text Data, with Harry Mamaysky and Hongyu Wu

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HONORSSecond place in INFORMS HAS Paper Competition, 2021
Chazen Research Grant, Columbia University, 2020
Paul & Sandra Montrone Doctoral Fellowship, Columbia University, 2019, 2020
Deming Doctoral Research Fellowship, Columbia University, 2019
Silver Medalist in China Physics Olympiad, 2009