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 resilienceFinance & 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
Contact

Office:
Rudower Chausee 25
Room: 1.212
D-12489 Berlin

Phone:
+49 30 2093 5846

email adress:
xiaxiaon@math.hu-berlin.de