Nan Chen

Prof. Nan Chen is a Professor in the Department of Systems Engineering and Engineering Management at The Chinese University of Hong Kong (CUHK). He holds a PhD from Columbia University (2006) and directs the Bachelor of Engineering in Financial Technology (FinTech) and the Master of Science in Financial Engineering at CUHK-Shenzhen. His research focuses on quantitative finance, systemic risk, Monte Carlo simulation, and reinforcement learning. He has authored over 40 papers in top journals like Operations Research and Review of Financial Studies.

Education:

• BSc and MSc in Probability & Statistics, Peking University (1998–2001)
• MPhil/PhD in Operations Research, Columbia University (2005–2006)

Research Interests:

• FinTech and quantitative finance
• Systemic risk modeling and network analysis
• Reinforcement learning and stochastic control
• Monte Carlo methods and computational finance

Awards & Grants:

• Best Student Paper Award, INFORMS (2006)
• Exemplary Teaching Awards (2009, 2017)
• Over HK$7M in GRF grants (2008–2023)
• Second Prize, Jiangsu Province Social Science Award (2023)

Public Service: Member of Hong Kong's Payment Systems Tribunal and Insurance Appeals Tribunal, and reviewer for major journals like Mathematical Finance and Operations Research.

Key Contributions: Pioneered Ito-Taylor expansions for diffusion models, dual methods for stochastic control, and liquidity risk frameworks. Led development of Hong Kong's first FinTech undergraduate program.