CEG Member
Xiuneng_Zhu Xiuneng Zhu

Operations Research and Financial Engineering

Member since 09/2012

Email: xiunengz@Princeton.EDU
Current Place of Work: Princeton University
Current Position: PhD Candidate

Research Interest:

  1. Price impact modeling, i.e. various influences of transactions on the price process. The focus is mainly on the market microstructure perspective.
  2. Stochastic controls and stochastic games. Applications of stochastic control theory on optimal trading strategies; Applications of stochastic game theory on interactions between several market participants.
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