Ningyuan CHEN (陳寧遠)
Ningyuan CHEN (陳寧遠)
PhD, Columbia University, 2015
Assistant Professor
Tel 2358 8849
Office Room 5559F
Research Interests

Revenue management and dynamic pricing, Market microstructure (limit order books) and financial engineering, Applied probability and networks

Contact Info
Tel 2358 8849
Office Room 5559F
Research Interests

Revenue management and dynamic pricing, Market microstructure (limit order books) and financial engineering, Applied probability and networks

Profile
Ningyuan Chen joined the Department of Industrial Engineering and Decision Analytics as an Assistant Professor at the Hong Kong University of Science and Technology in August 2016. Prior to this position, he was a Postdoctoral Associate at Yale School of Management. He received both Ph.D. and M.S. degrees in Operations Research from Columbia University (2015, 2012), and B.S. degree in Mathematics from Peking University (2010).

 

Honors and Awards
  • INFORMS Financial Services Section Best Student Paper Competition, Finalist, 2015
Selected Publications
  1. Ningyuan Chen and Mariana Olvera-Cravioto (2016), Coupling on Weighted Branching TreesAdvances in Applied Probability, 48 (2), pp. 499-524. [Journal Publications]

  2. Ningyuan Chen and Mariana Olvera-Cravioto (2013), Directed Random Graphs with Given Degree DistributionsStochastic Systems, 3 (1), pp. 147-186. [Journal Publications]

  3. Ningyuan Chen, Nelly Litvak and Mariana Olvera-Cravioto, Ranking Algorithms on Directed Configuration NetworksRandom Structures & Algorithms, Forthcoming. [Journal Publications]

  4. Ningyuan Chen and Mariana Olvera-Cravioto (2015), Efficient Simulation for Branching Linear Recursions, in Proceedings of the Winter Simulation Conference, pp. 2716-2727. [Conference Proceedings]

  5. Ningyuan Chen, Nelly Litvak and Mariana Olvera-Cravioto (2014), PageRank in Scale-free Random Graphs, in Proceedings of the 11th International Workshop on Algorithms and Models for the Web-Graph, pp. 120-131. [Conference Proceedings] 

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