Faculty Profiles - SHEN Yiwen | The Hong Kong University of Science and Technology

Yiwen SHEN
沈逸文

PhD in Operations Management
Columbia University, 2021

Assistant Professor
Department of Information Systems, Business Statistics and Operations Management

(852) 2358 7581
yiwenshen@ust.hk
Room LSK4067
Personal Web

Google Scholar

i1Brvp4AAAAJ

ORCID

0000-0002-9170-9044

ResearcherID

KCE-6233-2024

Scopus ID

57192191675

Research Interest Publications Projects Teaching Assignment RPG Supervision

Research Interest

Data-driven decision making
Empirical operations management
Healthcare management and quantitative finance

Publications

All Years 7 2026 0 2025 3 2024 3 2023 0 2022 0 2021 0 2020 1

2025 3

Dynamic Portfolio Allocation Under Market Incompleteness and Wealth Effects

Operations Research
SHEN, Yiwen; Li, Chenxu; Scaillet, Olivier; Jiang, Yueting
Article

The Impact of Surgeon Daily Workload and Its Implications for Operating RoomScheduling

Production and Operations Management
Shen, Yiwen; Chan, Carri W.; Zheng, Fanyin; Argenziano, Michael; Kurlansky, Paul
Article

Time-varying cost-effectiveness analysis of sodium-glucose cotransporter-2 inhibitors in Chinese patients with heart failure and reduced ejection fraction: A microsimulation of the real-world population

Frontiers in Pharmacology, v. 16, article number 1527972
Zou, Xinyu; He, Xingchen; Shi, Qingyang; Wang, Si; Li, Nan; Zhou, Yiling; Hu, Ming; Luo, Li; Shen, Yiwen; Zhu, Ye; Lang, Chim C.; Zhu, Zhiming; Tian, Haoming; Li, Sheyu
Article

2024 3

Dynamic Information Regimes in Financial Markets

Management Science, v. v. 70, p. 6069-6092
Glasserman, Paul; Mamaysky, Harry; Shen, Yiwen
Article

Intraday variation in cross-sectional stock comovement and impact of index-based strategies

Journal of Financial Markets, v. 68, article number 100894
Shen, Yiwen; Shi, Meiqi
Article

Credit Information in Earnings Calls

Paper presented at Thirty-third Annual Utah Winter Finance Conference
Harry, Mamaysky; Wu, Hongyu; Shen, Yiwen
Conference paper

2017 1

Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model

Journal of Futures Markets, v. 37, (7), p. 641-659
Wang, Tianyi; Shen, Yiwen; Jiang, Yueting; Huang, Zhuo
Article

Article 3

Dynamic Portfolio Allocation Under Market Incompleteness and Wealth Effects

Operations Research
SHEN, Yiwen; Li, Chenxu; Scaillet, Olivier; Jiang, Yueting

The Impact of Surgeon Daily Workload and Its Implications for Operating RoomScheduling

Production and Operations Management
Shen, Yiwen; Chan, Carri W.; Zheng, Fanyin; Argenziano, Michael; Kurlansky, Paul

Time-varying cost-effectiveness analysis of sodium-glucose cotransporter-2 inhibitors in Chinese patients with heart failure and reduced ejection fraction: A microsimulation of the real-world population

Frontiers in Pharmacology, v. 16, article number 1527972
Zou, Xinyu; He, Xingchen; Shi, Qingyang; Wang, Si; Li, Nan; Zhou, Yiling; Hu, Ming; Luo, Li; Shen, Yiwen; Zhu, Ye; Lang, Chim C.; Zhu, Zhiming; Tian, Haoming; Li, Sheyu

Article 2

Dynamic Information Regimes in Financial Markets

Management Science, v. v. 70, p. 6069-6092
Glasserman, Paul; Mamaysky, Harry; Shen, Yiwen

Intraday variation in cross-sectional stock comovement and impact of index-based strategies

Journal of Financial Markets, v. 68, article number 100894
Shen, Yiwen; Shi, Meiqi

Conference paper 1

Credit Information in Earnings Calls

Paper presented at Thirty-third Annual Utah Winter Finance Conference
Harry, Mamaysky; Wu, Hongyu; Shen, Yiwen

Article 1

Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model

Journal of Futures Markets, v. 37, (7), p. 641-659
Wang, Tianyi; Shen, Yiwen; Jiang, Yueting; Huang, Zhuo

2017 1

Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model

Journal of Futures Markets, v. 37, (7), p. 641-659
Wang, Tianyi; Shen, Yiwen; Jiang, Yueting; Huang, Zhuo
Article

No Publications

Teaching Assignment

2025-26 Winter 0 2025-26 Fall 1 2024-25 Summer 0 2024-25 Spring 1 2024-25 Winter 0 2024-25 Fall 0

ISOM2700

Operations Management

ISOM2700

Operations Management

No Teaching Assignments

Research Postgraduate (RPG) Supervision

From January 2023 to December 2026 (As of 27 January 2026)

Current RPGs

Doctor of Philosophy

SU, Yang
Industrial Engineering and Decision Analytics
ZHANG, Qingfa (co-supervision)
Operations Management

Projects

From January 2024 to December 2026

All Projects 3 Leading Projects 2 Participating Projects 1

Enhancing Hong Kong's Role in Sustainable Supply Chain Finance via Technology Transformation

通過技術轉型提升香港在可持續供應鏈金融中的的地位 Participating

RGC - Theme-based Research Scheme
Project Team (HKUST)
ZHANG Jiheng (Lead)

CHEN Kani

JIANG Jiashuo

JIANG Wei

LIU Jia

LIU Qian

LYU Guodong

QI Jin

QI Xiangtong

SHEN Yiwen

SO Richard Hau Yue

ZHANG Rachel Quan

ZHANG Xiaowei

ZHENG Shaohui
2025 -
Whole-process Management for Cancer Screening, Treatment, and Recovery: A Population Dynamics Approach

全流程癌癥篩查、治療和恢復管理 Leading

RGC - General Research Fund
Project Team (HKUST)
SHEN Yiwen (Lead)
2025 -
Managing Patient Flow with Adaptive Behaviours from Multiple Units

多科室自適應行為下的病患流程管理 Leading

RGC - Early Career Scheme
Project Team (HKUST)
SHEN Yiwen (Lead)
2024 -

Research Interest

Publications

2025 3

2024 3

2017 1

Article 3

Article 2

Conference paper 1

Article 1

2017 1

Teaching Assignment

Research Postgraduate (RPG) Supervision

From January 2023 to December 2026 (As of 27 January 2026)

Current RPGs

Projects

From January 2024 to December 2026

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