DEPARTMENT OF APPLIED MATHEMATICS 71 Email kexin-neme.chen@polyu.edu.hk Qualification BSc (The Chinese University of Hong Kong) MPhil (The Chinese University of Hong Kong) PhD (The Chinese University of Hong Kong) ORCID ID 0000-0002-6213-5512 Dr CHEN Kexin Research Assistant Professor Research Areas Applied Mathematics: (1) Stochastic controls (2) Optimal stopping (3) Free-boundary problems (4) Partial and asymmetric information problems Finance: (1) Consumption-investment problems (2) Stochastic factor models (3) Retirement problems Representative Publications • Kexin Chen, Chi Seng Pun, and Hoi Ying Wong. (2023) Efficient Social Distancing during the COVID-19 Pandemic: Integrating Economic and Public Health Considerations. European Journal of Operational Research, 304(1), 84-98 • Kexin Chen, Junkee Jeon, and Hoi Ying Wong. (2022) Optimal Retirement under Partial Information. Mathematics of Operations Research, 47(3), 1802-1832 • Kexin Chen, Mei Choi Chiu, Yong Hyun Shin, and Hoi Ying Wong. (2019) Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy. SIAM Journal on Financial Mathematics 10(4), 977-1005 Achievements • Stochastic control with pandemic risk: modeling, learning and decision making, GRF, the Research Grants Council of Hong Kong, Jan 2023-Dec 2025 • The study on stochastic control and optimal stopping problems with learning and partial information, Start-up Fund for RAPs under the Strategic Hiring Scheme, PolyU, Aug 2021-Aug 2023
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