Scholar
Xinyun Chen
Google Scholar ID: qn7VHWIAAAAJ
Chinese University of Hong Kong, Shenzhen
Citations & Impact
Citations
239
H-index
9
i10-index
9
Publications
20
Co-authors
14
list available
Resume
Academic Achievements
- - 'Two-parameter Sample Path Large Deviations for Infinite Server Queues' with Jose Blanchet and Henry Lam (2014), Stochastic Systems.
- - 'Steady-state simulation of reflected Brownian motion and related stochastic networks' with Jose Blanchet (2015), Annals of Applied Probability.
- - 'ε-Strong Simulation for Multidimensional Stochastic Differential Equations via Rough Path Analysis' with Jose Blanchet and Jing Dong (2017), Annals of Applied Probability.
- - 'Does the T+1 Rule Really Reduce Speculation? Evidence from Chinese Stock Index ETF' with Yan Liu and Tao Zeng (2018), Accounting and Finance.
- - 'Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment' with A. Korhan Aras and Yunan Liu (2018), Queueing Systems: Theory and Applications.
- - 'Perfect Sampling for Generalized Jackson Networks' with Jose Blanchet (2019), Mathematics of Operations Research.
- - 'Rates of Convergence to Stationarity for Reflected Brownian Motion' with Jose Blanchet (2020), Mathematics of Operations Research.
- - 'Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals' (2021), Stochastic Systems.
- - 'Efficient Steady-state Simulation of High-dimensional Stochastic Networks' with Jose Blanchet, Peter Glynn and Nian Si (2021), Stochastic Systems.
- - 'A Multifactor Regime-switching Model for Inter-trade Durations in the High-frequency Limit Order Market' with Zhicheng Li and Haipeng Xing (2023), Economic Modelling.
- - 'An Online Learning Approach to Dynamic Pricing and Capacity Sizing in Service Systems' with Yunan Liu and Guiyu Hong (2023), Operations Research, online ahead of print.
Research Experience
- Published papers in journals and conferences including Mathematics of Operations Research, Operations Research, Management Science, and ICLR.
Education
- - Columbia University: Ph.D. in Operations Research, February 2014; M.S. in Operations Research, May 2010
- - Peking University: B.S. in Mathematics, July 2009
Background
- Currently an Associate Professor in the School of Data Science at The Chinese University of Hong Kong, Shenzhen. Her research interests include applied probability, stochastic simulation, queueing theory, and reinforcement learning.
Miscellany
- Associate Editor, Operations Research (2024 to present); Editor, Journal of Applied Probability and Advances in Applied Probability (2020 to present); Cluster Chair, INFORMS Annual Meeting (2020); Council, ORSC Division of Financial Engineering and Risk Management (2019 to present); Council Member, INFORMS Applied Probability Society (2019-2021).
