FinTech & Quantitative Risk

AI-enabled investing, asset pricing, financial hedging, stochastic finance, and tail-risk modeling.

All research areas All publications

(2026). Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning.

Preprint FinTech & Quantitative Risk

(2025). Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China’s A‑Share Market.

Preprint FinTech & Quantitative RiskAgentic & Generative AI

(2024). Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions. Management Science 70(12):9031-9057.

DOI Preprint Data-Driven Simulation & Stochastic OptimizationFinTech & Quantitative Risk

(2024). How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model. Management Science 70(7):4167-4952.

DOI Preprint Service Operations & Digital PlatformsFinTech & Quantitative Risk

(2018). Affine Jump-Diffusions: Stochastic Stability and Limit Theorems.

Preprint FinTech & Quantitative Risk

(2015). Affine Point Processes: Approximation and Efficient Simulation. Mathematics of Operations Research 40(4):797–819.

DOI FinTech & Quantitative RiskData-Driven Simulation & Stochastic Optimization

(2009). Rare Event Simulation for a Generalized Hawkes Process. Proceedings of the 2009 Winter Simulation Conference, 1291–1298.

DOI FinTech & Quantitative RiskData-Driven Simulation & Stochastic Optimization

(2007). Efficient Suboptimal Rare-event Simulation. Proceedings of the 2007 Winter Simulation Conference, 389–397.

DOI FinTech & Quantitative RiskData-Driven Simulation & Stochastic Optimization