Yanwei Jia

Adjunct Professor

Research Interests

Financial engineering and modeling, Decision making under uncertainty and Information aggregation, FinTech, the wisdom of the crowds, reinforcement learning

Yanwei Jia is an associate research scientist and adjunct assistant professor in the Department of Industrial Engineering and Operations Research at Columbia University. His research focuses on FinTech topics that combining human behavior/judgment, observational data, and machine learning techniques, to facilitate more efficient decision-making.

His research interest falls broadly into modeling and solving decision-making problems, with a focus on the problems that arise from financial engineering. In particular, to exploit and aggregate the information aspect or subjective judgment/preference implied in the individuals' decisions, so that one could make more accurate forecasts (the wisdom of the crowds) or design efficient automated decision making algorithms (reinforcement learning) in financial engineering that incorporates human’s preferences.

Yanwei Jia received his PhD in Quantitative Finance from the National University of Singapore in 2020, and BSc in Mathematics and Applied Mathematics from Tsinghua University in 2016.

RESEARCH EXPERIENCE

  • Associate Research Scientist, Department of Industrial Engineering and Operations Research, Columbia University, December 2020 -
  • Research Fellow, Risk Management Institute, National University of Singapore, October 2020 - November 2020.
  • Research Assistant, Risk Management Institute, National University of Singapore, June 2020 - September2020.

PROFESSIONAL EXPERIENCE

  • Adjunct Assistant Professor, Department of Industrial Engineering and Operations Research, Columbia University, December 2020 -

HONORS & AWARDS

  • INFORMS Decision Analysis Society 2020 Student Paper Award Runner-up. November 2020.
  • Top Graduate Tutors (Math Department) in Academic Year 2018/2019, National University of Singapore, August 2019.
  • NUS Research Scholarship, National University of Singapore, July 2016 to June 2020.

 

SELECTED PUBLICATIONS

  • Min Dai, Yanwei Jia, and Steven Kou (2020). "The Wisdom of the Crowd and Prediction Markets". Journal of Econometrics.