Renyuan Xu wins SIAM Early Career Award

| February 6, 2023

Renyuan Xu, a former Oxford researcher, has won one of the highest early career honors in financial mathematics.

Renyuan Xu

WiSE Gabilan Assistant Professor of Industrial and Systems Engineering Renyuan Xu.

Renyuan Xu, a WiSE Gabilan Assistant Professor of Industrial and Systems Engineering, has been awarded the SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize. The prize is awarded to an individual in their early career for research contributions to the mathematical modeling of financial markets, in the three calendar years preceding the award year.

The selection is based on publications in peer-reviewed journals. The selection committee recommended that Xu receive this award for “her remarkable contributions to the theory of machine learning and dynamic games, together with their applications in mathematical finance.”

Xu said “I feel honored to receive this prestigious award. I wouldn’t be able to achieve this without my wonderful collaborations and mentors.”

“This recognition is a huge encouragement for me to continue working on interdisciplinary topics and to address more challenging problems in financial systems and large-scale stochastic systems in general,” Xu said.

Xu joined the Daniel J. Epstein Department of Industrial and Systems Engineering at USC in 2021. Xu’s current research focus is in the field known as stochastic control and game theory—which uses tools from probability and machine learning to improve decisions in complex systems. Her research covers applications in financial markets, transportation networks and resource allocation systems.

Describing her time at USC so far, Xu said “ISE has an extremely collaborative research environment with leading researchers in many areas. I have learned a lot from my wonderful colleagues and students in the department. The Viterbi School and USC have also provided support and many resources for junior faculties to grow and develop.”

Published on February 6th, 2023

Last updated on February 6th, 2023

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