Xiaonyu Xia, Prof. Dr.

Short CV:

• March 2021 - present: Assistant Professor, Wenzhou University
• Feb 2020 - Feb 2021: postdoctoral fellow at Humboldt-Universität zu Berlin
• Oct 2016 - Jan 2020: PhD student at Humboldt-Universität zu Berlin
• Oct 2016 - Jan 2020: d-fine PhD Fellowship "Optimization in Financial Markets"   
• July 2016: Master of Science in Mathematics, Fudan University, China
• July 2013: Bachelor of Science in Mathematics, Xiamen University, China

Major Research Interests:

• optimal liquidation problem
• BSDE, PDE

Publications: 

• Ulrich Horst and Xiaonyu Xia, Multi-dimensional optimal trade execution under stochastic resilience, Finance & Stochastics, 23(4), 889-923, 2019
• Ulrich Horst and Xiaonyu Xia, Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint,  arXiv:1809.01972, Applied Mathematics and Optimization, to appear
• Ulrich Horst, Xiaonyu Xia and Chao Zhou, Portfolio liquidation under factor uncertainty, arXiv:1909.00748, The Annals of Applied Probability, to appear

Selected Presentations: 

• 4th Berlin-Princeton-Singapore Workshop on Quantitative Finance, National University of Singapore, March 18-20, 2019