Scholar
Renyuan Xu
Google Scholar ID: v930A-YAAAAJ
Stanford University
Citations & Impact
Citations
1,560
H-index
16
i10-index
21
Publications
20
Co-authors
18
list available
Publications
Resume (English only)
Academic Achievements
- Published several preprints, including 'Schrödinger Bridge for Generative AI: Soft-constrained Formulation and Convergence Analysis', 'Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes', 'Entropy Regularization in Mean-Field Games of Optimal Stopping', etc. Received the SIAM Financial Mathematics and Engineering Conference Best Paper Prize (awardee: Yumin Xu).
Research Experience
- Held positions at New York University and the University of Southern California (2021–2025) and was a Hooke Research Fellow at the Mathematical Institute, University of Oxford (2019–2021). Organized multiple workshops and conferences, including a month-long program on 'Bridging Stochastic Control And Reinforcement Learning' jointly at Isaac Newton Institute and Alan Turing Institute (Nov 3 - Nov 28, 2025), and a workshop on 'Generative AI in Finance' at NeurIPS 2025 in San Diego (Dec 6-7, 2025). Co-organized the World Online Seminar on Machine Learning in Finance (2021-). Was the local organizing chair of the 5th and a program co-chair of the 3rd ACM International Conference on AI in Finance (ICAIF). Served as the finance area chair of the Oxford Machine Learning Summer School in 2022 and 2023.
Education
- Received Ph.D. in 2019 from the Department of Industrial Engineering and Operations Research at the University of California, Berkeley.
Background
- Currently an assistant professor in the Department of Management Science and Engineering at Stanford University. Research interests include mathematical finance, stochastic analysis, stochastic controls and games, and machine learning theory. Also interested in interdisciplinary topics that integrate methodologies in multiple fields such as applied probability, statistics, and optimization, along with their applications in addressing high-stake decision-making problems in modern large-scale systems, such as financial and economic systems.
Miscellany
- Office: Room 355, Jen-Hsun Huang Engineering Center, Stanford. Email: renyuanxu (at) stanford (dot) edu.
