310K Olin Hall of Engineering
University of Southern California
Los Angeles, CA, 90089
renyuanx@usc.edu

I am currently a WiSE Gabilan Assistant Professor in the Epstein Department of Industrial and Systems Engineering at the University of Southern California. Before joining USC, I spent two years as a Hooke Research Fellow in the Mathematical Institute at the University of Oxford mentored by Professor Rama Cont. I completed my Ph.D. in IEOR Department at UC Berkeley under the supervision of Professor Xin Guo in 2019. I received my Bachelor’s degree in Mathematics from the University of Science and Technology of China in 2014. Please find my CV here.

We are organizing a World Online Seminar on Machine Learning in Finance (since March 2021). Please find out more here!

We are organizing the Oxford Machine Learing Summer School (August 11-14, 2022). Please find out more here!

We are organizing the 3rd ACM International Conference on AI in Finance e (October 26-28, 2022). Please find out more here!

  • 24th Janurary 2022: I will give a talk at the Mathematical Finance Colloquim at USC on Reinforcement Learning in the Linear-Quaratic Framework: from Single-agent, to Multi-agent, and to Mean-field.
  • 31st Janurary 2022: I will give a talk at the Control and Optimization Seminar at the University of Connecticut on Reinforcement Learning in the Linear-Quaratic Framework: from Single-agent, to Multi-agent, and to Mean-field.
  • 4th February 2022: I will give a talk at the Seminar Course for Msc Mathematical Finance at University of Edinburgh on Recent Advances in Reinforcement Learning in Finance.
  • 7th February 2022: I will give a talk at the Machine Learning Seminar at UBS on Recent Advances in Reinforcement Learning in Finance.
  • 11th February 2022: I will give a talk at the Department of Systems Engineering and Engineering Management at The Chinese University of Hong Kong on Reinforcement Learning in the Linear-Quaratic Framework: from Single-agent, to Multi-agent, and to Mean-field.
  • 17th February 2022: I will give a talk at the Mathematical Finance Seminar at UCLA.
  • 4th March 2022: I will give a talk at the Actuarial and Financial Mathematics Research Seminar at the Quantact Laboratory on Reinforcement Learning in the Linear-Quaratic Framework: from Single-agent, to Multi-agent, and to Mean-field.
  • 11th March 2022: I will give a talk at the Online Seminar Series in Actuarial Science and Financial Mathematics at the University of Waterloo.
  • 16th March 2022: I will give a talk at the ``Royal Statistical Society Workshop on Time Series Generation and Anomaly Detection in High Dimensions'' on Nonparametric Scenario Genration for Tail Risk Estimation.
  • March - May 2022: I will visit the Institute for Mathematical and Statistical Innovation (IMSI) at the University of Chicago for the long program on Decision Making and Uncertainty.
  • 6th April 2022: I will give a talk at the Hong Kong - Singapore joint seminar in Financial Mathematics/Engineering.
  • 8th April 2022: I will give a talk at the Amazon A9 Machine Learning Seminars on Multi-agent Reinforcement Learning with Network Structures.
  • 13th April 2022: I will give a talk at BNY Mellon on Recent Advances of Reinforcement Learning in Finance.
  • 12th May 2022: I will give a talk at the Quantitative Finance Seminar at Peking University.