Yanwei Jia
I am an assistant professor in the Department of Systems Engineering and Engineering Management at the Chinese University of Hong Kong since September 2023.
Prior to that, I worked as an associate research scientist and adjunct assistant professor in the Department of Industrial Engineering and Operations Research at Columbia University. I got my PhD in Quantitative Finance from the National University of Singapore in 2020, and BSc in Mathematics and Applied Mathematics from Tsinghua University in 2016.
My research interest falls broadly into data analytics with applications in decision analysis. I use the structural estimation approach to work with human behavioral data, like survey responses or transaction records, to study the impact of strategic motives, risk preferences, and other behavioral factors. Recently, I am looking into topics in FinTech that combine human behavior/judgment, observational data, and machine learning techniques to make decision-making more efficient.
I am recruiting pre-doc research assistants, PhD students, and post-doc fellows with solid mathematical training to work with me at CUHK!
Education
Ph.D. Quantitative Finance, National University of Singapore, Singapore, Singapore, July 2020.
Thesis: Two Essays on FinTech
B.Sc. Mathematics and Applied Mathematics, Tsinghua University, Beijing, China, July 2016.
Research Interests
Data analytics for decision analysis and finance
Decision-making under uncertainty and information aggregation
FinTech, the wisdom of the crowds, reinforcement learning
Awards
Bachelier Finance Society Junior Scholar Paper Award. June 2022.
Top Graduate Tutors (Math Department) in Academic Year 2019/2020, National University of Singapore, April 2021.
INFORMS Decision Analysis Society 2020 Student Paper Award Runner-up. November 2020.
Top Graduate Tutors (Math Department) in Academic Year 2018/2019, National University of Singapore, August 2019.
Bayesian Crowd Conference Travel Award, Tinbergen Institute, June 2019.
NUS Research Scholarship, National University of Singapore, July 2016 to June 2020.
S. T. Yau College Students Mathematics Contest, P. L. Hsu Bronze Medal, 2015.
Evergrande (Hengda) Scholarship, Tsinghua University, August 2014, 2015.
Contact
Email: yanweijia@cuhk.edu.hk