Yiwen Shen

Welcome to my homepage!

I am an Assistant Professor at ISOM Department, HKUST. See  Research  for my research work. My teaching experience can be found in Teaching.



Education Background

  • New York, NY

    Graduate School of Business, Columbia University


  • 2016 - 2021 

    Ph.D. in Decision, Risk, and Operations


    Advisors: Paul Glasserman, Carri Chan, Harry Mamaysky, and Fanyin Zheng

    Honor: Paul & Sandra Montrone Doctoral Fellowship, Deming Doctoral Research Fellowship, Chazen Research Grant


  • New York, NY

    IEOR Department, Columbia University

  • 2014 - 2015

    Master of Science in Financial Engineering


  • Beijing, China

    School of Physics, Peking University

  • 2010 - 2014

    Bachelor of Science in Physics, Minor in Computer Softwares

    Honor: Silver Medalist in China Physics Olympiad, Modern Physics Award

Research Grants

  • PI, “Revenue Management with Rechargeable Resource: An Application to E-bike Sharing Platform”, General Research Fund, Hong Kong Research Grants Council, 2027 - 2029.

  • Co-I, “Enhancing Hong Kong's Role in Sustainable Supply Chain Finance via Technology Transformation”, Theme-based Research Scheme, Hong Kong Research Grants Council, 2025 - 2029.

  • PI, “Whole-process Management for Cancer Screening, Treatment, and Recovery: A Population Dynamics Approach”, General Research Fund, Hong Kong Research Grants Council, 2025 - 2027.

  • Co-I, “Dynamic Monitoring and Policy Intervention for Healthcare Services of Chronic Disease Comorbidities Supported by Digital Technology”, National Natural Science Foundation of China, 2024 - 2027.

  • PI, “Managing Patient Flow with Adaptive Behaviours from Multiple Units”, Early Career Scheme, Hong Kong Research Grants Council, 2024 - 2026.

Industry Experience

  • New York, NY

    Capital Fund Management

  • Jan – Jun 2021

    Off-cycle Intern Analyst

  • New York, NY

    Cubist Systematic Strategies

  • Jun – Aug 2018

    Summer Intern, Quant Research at an Equity Portfolio Management Team


  • New York, NY

    Bank of America Merrill Lynch, Global Markets

  • Jan – Apr 2017

    Off-cycle Intern, Quant Analyst at Algorithm Trading Group


  • New York, NY

    Morgan Stanley, Fixed Income Division

  • Jan – Jun 2016

    Full-time Analyst, Desk Strat at Sales Strat Group