Yanwei Jia

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.