Name: Yu Gen
Title: Assistant Professor
Research Direction: Financial Optimization, Data-Driven Decision Optimization, Reinforcement Learning
Courses Taught: "Computation and Optimization"
E - mail： yugen@mail.shufe.edu.cn
Phone:
Research Field
Portfolio, distributionally robust optimization, data-driven optimization, reinforcement learning in financial/operational research problems.
Education Background
2012-2016 University of Electronic Science and Technology of China Bachelor of Finance and Electronic Information Engineering
2016-2021 The Chinese University of Hong Kong (Shenzhen) Computer and Information Engineering Doctorate
Work Experience
2021.9-2022.7 National University of Singapore Postdoctoral Researcher
2022.8-2022.12 Shenzhen Big Data Research Institute Visiting Assistant Researcher
2023.1-2024.7 University of Zurich Postdoctoral
2024.8-Present Shanghai University of Finance and Economics, School of Statistical and Management, Assistant Professor
Research Achievements
[1] Xiaoqiang Cai, Daniel Zhuoyu Long, Gen Yu*, Lianmin Zhang (2024) Multiportfolio Optimization: A Fairness-Aware Target-Oriented Model. Manufacturing & Service Operations Management 26(3):952-971.
[2] Cai, X., Yu, G*. Bayesian Learning in Dynamic Portfolio Selection under a Minimax Rule. OR Spectrum 47, 287-324 (2025)
