PhD Candidate (expect to graduate June 2016)
School of Industrial Engineering
Email: chen621 at purdue dot edu
My research interests are in the area of financial engineering and networks, with a special focus on systemic risk, contagion, and control. In the context of financial networks, my research contributes to the understanding of the financial contagion mechanisms and the impact of network topology on systemic losses, and to assess the impact of prescriptive policies for systemic risk.
Liability Concentration and Systemic Losses in Financial Networks. (with A. Capponi and D.D. Yao). Operations Research, Forthcoming.
Systemic Risk Mitigation in Financial Networks. (with A. Capponi). Journal of Economic Dynamics and Control, Vol. 58, No. 15, pp. 152-166, 2015.