Yu Sun

Yu Sun (孙羽)

Postdoctoral Fellow

Department of Applied Mathematics, The Hong Kong Polytechnic University

Office: VA303, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

Email: yusun017[at]gmail.com; yu-hkpolyu.sun[at]polyu.edu.hk

Employment

2022 — 2025 Postdoctoral Fellow at the Hong Kong Polytechnic University

Education

Ph.D. in Systems Engineering and Engineering Management, The Chinese University of Hong Kong, 2022, under the supervision of Prof. Xuedong He
B.Sc. in Physics, Beijing Normal University, 2017

Research Interests

Behavioral Finance and Economics, Portfolio Selection, Asset Pricing, Decision Analysis, Insurance
Financial Technology, Reinforcement Learning

Working Papers

Learning to Optimally Stop Diffusion Processes, with Financial Applications (with M. Dai, Z.Q. Xu and X.Y. Zhou): submitted, 2024. [arXiv] [SSRN]
Dynamic Portfolio Selection and Asset Pricing under Neo-Additive Probability Weighting (with X.D. He): submitted, 2023. [SSRN]

Talks and Presentations

Research Seminar, Peking University HSBC Business School, Shenzhen, China, Dec 2024
2024 INFORMS Annual Meeting, Seattle, USA, Oct 2024
Research Seminar, School of Economics, Xiamen University, Xiamen, China, Sep 2024
The First INFORMS Conference on Financial Engineering and FinTech, The Hong Kong Polytechnic University, Hong Kong, China, Aug 2024
Eighth PKU-NUS Annual International Conference on Quantitative Finance and Economics, NUS (Suzhou) Research Institute, Suzhou, China, May 2024
The 2nd ORSHK Young Researchers Workshop, City University of Hong Kong, Hong Kong, China, Dec 2023
2023 INFORMS Annual Meeting, Phoenix, USA, Oct 2023
Seventh PKU-NUS Annual International Conference on Quantitative Finance and Economics, Peking University HSBC Business School, Shenzhen, China, May 2023

Teaching

Teaching Assistant at CUHK:

SEEM5820/ECLT5920: Introduction to Financial Engineering (MSc, Fall 2021)
SEEM5820/ECLT5920: Models and Decisions with Financial Applications (MSc, Spring 2020)
SEEM5750/ECLT5810: E-Commerce Data Mining Techniques (MSc, Spring 2018)
SEEM3590: Investment Science (Undergraduate, Fall 2019, 2020, 2021)
SEEM3580: Risk Analysis for Financial Engineering (Undergraduate, Spring 2018)
ENGG2780: Statistics for Engineers (Undergraduate, Spring 2021, 2022)
ENGG2602/SEEM2602: (Systems) Engineering Practicum (Undergraduate, Fall 2017, 2018)
FTEC2001: FinTech Regulation and Legal Policy (Undergraduate, Spring 2019, 2020)

Awards

2015 & 2016, National Scholarship, Ministry of Education of the People's Republic of China
2016, Meritorious Winner, Interdisciplinary Contest in Modeling