students

Advising, current group members, placements, and courses.

I am actively recruiting highly motivated students — research assistants, teaching assistants, interns, visiting students, and postdocs. Much of my work is co-authored with students I advise, several of whom have been placed into tenure-track and top doctoral positions (see below). To apply, please email chen.recruiting@gmail.com with your CV and transcripts.

Ph.D. students and postdocs

Current

  • Jiayu Li (NYU Stern Ph.D., 2023–present) — chair of Ph.D. committee. Tensor learning, bandits, dynamic pricing, and agentic AI.

Former

  • Wenbo Jing (NYU Stern Ph.D., 2021–2025, co-advised with Xi Chen) → Assistant Professor, College of Business, City University of Hong Kong.
  • Mengqian Zhang (Stern postdoc, 2022–2023, co-advised with Xi Chen) → Postdoctoral Researcher, Yale University.

Undergraduate and master’s students (research-focused)

Each student below worked with me on a research-focused project producing at least one publication-quality paper.

Current

  • Menghan Liu (NYU Shanghai Math & Econ Honors, B.S., 2026–) — Stern honors thesis on risk-sensitive detection of financial misstatements and stock price crash risk.
  • Xinger Chen (NYU Shanghai Math & CS Honors, B.S., 2025–) — honors thesis on demand co-learning across heterogeneous markets; RLHF with knowledge transfer.
  • Yingbo Ma (NYU Math & CS, B.S., 2025–) — cross-asset common drivers for robust stock alpha generation.

Alumni and placements

  • Junyi Mo (NYU Stern, B.S., 2023–2026) → M.S. Computational Finance, CMU.
  • Duo Zhang (NYU Math & CS, B.S., 2023–2026) → M.S. Computational Finance, CMU.
  • Yi Zhang (Tsinghua IE, M.S., 2024–2026) → Ph.D., Operations, Information & Technology, Stanford GSB.
  • Albert Kong (NYU CDS, M.S., 2024–2025) → Software Developer, Amazon.
  • Yujia Wu (NYU CDS, M.S., 2023–2025) → Ph.D., Biomedical Engineering, Dartmouth College.
  • Tao Wen (NYU CDS, M.S., 2022–2024) → Ph.D., Computer Science, Dartmouth College.
  • Yitian Xu (NYU Math, B.S., 2022–2023) → M.S. with scholarship, Computer Science, University of Pennsylvania.
  • Yuezhu Xu (Columbia Statistics, M.S., 2022–2023) → Ph.D., Industrial Engineering, Purdue University.