Biography

Dewen Xiong is an Associate Professor at the School of Mathematical Sciences, Shanghai Jiao Tong University. His research focuses on financial mathematics, applying stochastic analysis tools to quantitative finance, and using backward stochastic differential equations (BSDEs) to study optimal investment strategies and multi-player Nash equilibria. He has published in SIAM Journal on Financial Mathematics, Electronic Journal of Probability, and Probability, Uncertainty and Quantitative Risk. He has led or participated in multiple national-level research projects: the National 973 Program sub-project "Quantitative Analysis and Computation in Financial Risk Control" (2007–2011); the NSFC project "Theory and Applications of Super Games on Dynamic Networks" (2012–2015); and as principal investigator on the NSFC project "Personalized Behavioral (Risk) Measures and Utility Optimization Based on Market Conditions" (2017–2020). He has co-authored several textbooks and directed the Shanghai Municipal Key Course "Stochastic Processes" (2017–2019) and the Shanghai First-Class Course "Stochastic Processes" (2021–2024). He teaches core courses in Probability Theory and Stochastic Processes, emphasizing the integration of theory with practice, and has received strong student evaluations. He was recognized as one of SJTU's "Top Ten Young Teaching Stars" (2008) and received the Candlelight Award (2012, 2018), the First Prize for Teaching and Nurturing (Team) (2018), and the Third Prize for Teaching and Nurturing (2022). He has supervised numerous outstanding graduate students who have gone on to careers in quantitative finance research, data analysis, and the technology industry.