Renyuan Xu is an assistant professor in the Department of Finance and Risk Engineering at New York University. Before joining NYU, she was an assistant professor in the Daniel J. Epstein Department of Industrial and Systems Engineering at the University of Southern California from 2021 to 2024, and a Hooke Research Fellow at the Mathematical Institute at the University of Oxford from 2019 to 2021. She completed her Ph.D. in Industrial Engineering and Operations Research at UC Berkeley in 2019.
Her research interests include stochastic analysis, machine learning theory, and mathematical finance. She is also interested in interdisciplinary topics that integrate methodologies from multiple fields and their applications in addressing high-stakes decision-making problems in large-scale systems, such as financial markets and economic systems. Another recent research interest of hers is the mathematical foundation of generative AI and the simulation of high-dimensional financial scenarios for stress testing and risk management.
She received an NSF CAREER Award in 2024, the SIAM Financial Mathematics and Engineering Early Career Award in 2023, and a JP Morgan AI Faculty Research Award in 2022. She held a Gabilan Assistant Professorship at USC between 2021-2024 and was a finalist at the INFORMS Applied Probability Society Best Paper Competition in 2018.
