I have been an Associate Professor at BIMSA since 2025. Prior to this role, I was an Assistant Professor at the Institute of Statistics and Big Data, Renmin University of China.

My research lies at the intersection of AI and finance/business, focusing on FinTech and Business Analytics through innovative machine learning and data science methodologies. My interests include tail risk management, empirical asset pricing, portfolio optimization, derivatives, consumer credit, and related areas. Recently, I have also developed an interest in out-of-distribution (OOD) generalization and uncertainty quantification in machine learning. I publish in both finance/business and machine learning academic journals and conferences.

I am seeking highly self-motivated Postdoctoral researchers or research interns to conduct high-quality research in the areas of AI, digital economy, or applied mathematics. If you are interested, please feel free to contact me.

For more information, please go to https://www.bimsa.cn/detail/xyan.html or https://www.bimsa.cn/zh-CN/detail/xyan.html.

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

Research Interests

Machine Learning, FinTech, Business Analytics

OOD Generalization, Uncertainty Quantification

Conference Papers (Peer-reviewed)

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.