I am an Assistant Professor at School of Science and Engineering (SSE) of the Chinese University of Hong Kong, Shenzhen.

Previously, I was a Byrne Research Assistant Professor at University of Michigan, Ann Arbor from 2024 to 2025, working in the group led by Prof. Erhan Bayraktar.

I obtained my Ph.D. in math from Tsinghua University in June 2024, supervised by Prof. Zongxia Liang.

Please refer to my CV.

Feel free to contact me directly if you have any questions about my research or teaching. Collaborations on related topics are warmly welcomed!

Research interests

• Dynamic decision problems from finance and operations research applications, especially with model uncertainty;
• Applications of generative models;
• Mean-field models, especially their applications in finance or other aspects of social sciences;
• Time-inconsistency in dynamic decision problems.

Contact

Address: Zhi Ren 403, the Chinese University of Hong Kong, Shenzhen, Shenzhen, Guangdong Province, China.

Email: yuanfengyi@cuhk.edu.cn.

Tel: (+86)130-5123-0311.