Zhenyu Cui

Zhenyu Cui is an Associate Professor of Financial Engineering at the School of Business, Stevens Institute of Technology. He holds a PhD in Statistics from the University of Waterloo and a BS in Actuarial Science from the University of Hong Kong. His research focuses on financial engineering, insurance analytics, and operations research, with notable contributions to stochastic volatility models, Monte Carlo simulation, and financial systemic risk. He has published in top journals such as Mathematical Finance, SIAM Journal on Financial Mathematics, and European Journal of Operational Research.

Education: PhD (2013, Statistics, University of Waterloo); MS (2010, Quantitative Finance, University of Waterloo); BS (2008, Actuarial Science, University of Hong Kong).

Research Interests: Financial Systemic Risk, Monte Carlo Methods, Stochastic Volatility, Option Pricing, and Risk Management. His work bridges theoretical finance and practical applications, emphasizing robust pricing techniques and computational methods.

Grants include leadership roles in NSF-funded projects on quantum algorithms for financial risk management and collaborations with institutions like Accenture and the Society of Actuaries. Awards include recognition for top-cited articles and editorial excellence.