I am a tenure-track assistant professor at the Institute of Statistics and Big Data in Renmin University of China, starting from the year 2020. Before that, I was a postdoc at the School of Data Science in City University of Hong Kong, supervised by Prof. Qi Wu, who was also my PhD supervisor at CUHK.

I work at the intersection of AI and finance/business, and do research on problems in the areas of FinTech/Business Analytics with novel machine learning and data science methodologies. I'm interested in topics such as tail risk management, empirical asset pricing, portfolios, derivatives, consumer credit, etc.

Recently, I am also interested in OOD generalization, uncertainty quantification, etc. in machine learning.

Research Interests

Machine Learning, FinTech, Business Analytics

OOD Generalization, Uncertainty Quantification

Google Scholar: https://scholar.google.com/citations?user=9d2JaVMAAAAJ&hl=en

Conference Papers

Yufan Liao, Qi Wu, Xing Yan*. Invariant Random Forest: Tree-Based Model Solution for OOD Generalization. AAAI Conference on Artificial Intelligence (AAAI), 2024. (Oral Presentation, Acceptance Rate: 2.3%)

Y Li, CH Leung, X Sun, C Wang, Y Huang, X Yan, Q Wu, D Wang, Z Huang. The Causal Impact of Credit Lines on Spending Distributions. AAAI Conference on Artificial Intelligence (AAAI), 2024.

Y Huang, CH Leung, Q Wu, X Yan, S Ma, Z Yuan, D Wang, Z Huang. Robust causal learning for the estimation of average treatment effects. International Joint Conference on Neural Networks (IJCNN), 2022.

S Wang, X Yan, B Zheng, H Wang, W Xu, N Peng, Q Wu. Risk and return prediction for pricing portfolios of non-performing consumer credit. 2nd ACM International Conference on AI in Finance (ICAIF), 2021.

Y Huang, CH Leung, X Yan, Q Wu, N Peng, D Wang, Z Huang. The Causal Learning of Retail Delinquency. AAAI Conference on Artificial Intelligence (AAAI), 2021.

Xing Yan, Qi Wu, Wen Zhang. Cross-sectional Learning of Extremal Dependence among Financial Assets. Neural Information Processing Systems (NeurIPS), 2019.    code0.1    poster

Xing Yan, Weizhong Zhang, Lin Ma, Wei Liu, Qi Wu. Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning. Neural Information Processing Systems (NeurIPS), 2018.    code0.1    poster

Xing Yan, Hong Chang, Shiguang Shan, Xilin Chen. Modeling video dynamics with deep dynencoder. European Conference on Computer Vision (ECCV), 2014.

Xing Yan, Hong Chang, Xilin Chen. Temporally multiple dynamic textures synthesis using piecewise linear dynamic systems. IEEE International Conference on Image Processing (ICIP), 2013.