Wang Xintong

Wang Xintong serves as Assistant Professor at Rutgers University, maintaining an active research profile in computational finance and market design. Contact information includes office location in Core 319 and direct phone line (848)445-8319.

Research focuses on Financial Market Design and Algorithmic Trading with emphasis on manipulation-resistant systems. Key interests include automated market making, combinatorial securities, decentralized finance protocols, and spoofing detection. Recent work bridges computer science and economics through game-theoretic modeling and machine learning applications.

Analysis of 15 most recent publications (2017-2025) reveals dominant trends in decentralized finance (Uniswap v3 studies), market manipulation defense (spoofing detection frameworks), and combinatorial market design. The research consistently applies computational methods to financial engineering problems, with growing emphasis on blockchain-based systems since 2020.

Scientific awards have not been publicly documented in available sources.

No formal advisees or grant information appears in current records. Research appears to be conducted through individual scholarship rather than structured lab teams. Future work shows increasing focus on integrating large language models with financial market simulations as evidenced by 2024 publications.