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

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 4 2024 3 2023 0 2022 0 2021 0 2020 0 2019 0 2018 1

2024 3

Dynamic Information Regimes in Financial Markets

Management Science, v. 70, (9), September 2024, 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, March 2024, article number 100894
Shen, Yiwen; Shi, Meiqi
Article

Credit Information in Earnings Calls

Shen, Yiwen; Harry, Mamaysky; Wu, Hongyu
Conference paper

2017 1

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

The Journal of Futures Markets, v. 37, (7), July 2017, p. 641-659
Wang, Tianyi; Shen, Yiwen; Jiang, Yueting; Huang, Zhuo
Article

Article 2

Dynamic Information Regimes in Financial Markets

Management Science, v. 70, (9), September 2024, 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, March 2024, article number 100894
Shen, Yiwen; Shi, Meiqi

Conference paper 1

Credit Information in Earnings Calls

Shen, Yiwen; Harry, Mamaysky; Wu, Hongyu

Article 1

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

The Journal of Futures Markets, v. 37, (7), July 2017, p. 641-659
Wang, Tianyi; Shen, Yiwen; Jiang, Yueting; Huang, Zhuo

2017 1

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

The Journal of Futures Markets, v. 37, (7), July 2017, p. 641-659
Wang, Tianyi; Shen, Yiwen; Jiang, Yueting; Huang, Zhuo
Article

No Publications

Teaching Assignment

2024-25 Fall 0 2023-24 Summer 0 2023-24 Spring 1 2023-24 Winter 0 2023-24 Fall 0 2022-23 Summer 0

ISOM2700

Operations Management

No Teaching Assignments

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

Current RPGs

Master of Philosophy

KANG, Xindan
Operations Management

Projects

From January 2022 to December 2024

All Projects 1

No Projects.
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

2024 3

2017 1

Article 2

Conference paper 1

Article 1

2017 1

Teaching Assignment

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

Current RPGs

Projects

From January 2022 to December 2024

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