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Nan Chen is a Professor of Systems Engineering and Engineering Management at the Chinese University of Hong Kong (CUHK). His research interests lie in financial engineering and FinTech, with a focus on reinforcement learning, quantitative modeling in finance and risk management, Monte Carlo simulation, and applied probability. Prof. Chen has published extensively in leading journals and refereed conference proceedings in operations research and quantitative finance, including Review of Financial Studies, Journal of Econometrics, Operations Research, Mathematics of Operations Research, Mathematical Finance, Finance and Stochastics, and Journal of Economic Dynamics and Control, among others.

Prof. Chen's earlier research explored credit spread modeling, stochastic differential games in convertible security pricing, Monte Carlo methods for American option pricing and sensitivity analysis, simulation of stochastic differential equations, and exotic option pricing under jump diffusion models. His current research focuses on dual methods for stochastic dynamic programming, single- and multi-agent reinforcement learning, Ito-Taylor expansions for jump diffusion models and signature computing, systemic contagion and liquidity risk modeling, complex social and financial networks, Monte Carlo methods and generative models in stochastic control and learning, and decentralized finance (Defi). Part of his research is supported by the General Research Fund scheme of the Hong Kong Research Grants Council.

Prof. Chen earned his Ph.D. in Operations Research from Columbia University in 2006, following his M.S. and B.S. degrees in Probability and Statistics from Peking University in 2001 and 1998, respectively. He was awarded second place in the Best Student Research Paper Award by the Financial Services Section of INFORMS in 2006. He has also served as an associate editor for Operations Research Letters (2007–2008) and is currently an associate editor for Operations Research, Mathematical Finance, International Review of Finance, and Digital Finance. Additionally, he has chaired or participated in the program committees of various international conferences on quantitative finance and Monte Carlo simulation.

At CUHK, Prof. Chen serves as the Director of the Bachelor of Engineering Program in Financial Technology, the first undergraduate program in Hong Kong to offer a comprehensive education in FinTech. He also directs the Master of Science Program in Financial Engineering at CUHK Shenzhen.
In public service, Prof. Chen is a member of the Payment Systems and Stored Value Facilities Appeals Tribunal and a panel member of the Insurance Appeals Tribunal in Hong Kong. He also serves as a member of the Engineering Panel of the Hong Kong Research Grants Council (RGC).

陳南教授是香港中文大學系統工程與工程管理學系的教授。他的研究興趣涵蓋金融工程和金融科技（FinTech），專注於強化學習、金融與風險管理中的定量建模、蒙特卡羅模擬以及應用概率。陳教授在運籌學和定量金融領域的頂尖期刊和受審會議論文集中發表了大量研究成果，包括Review of Financial Studies、Journal of Econometrics、Operations Research、Mathematics of Operations Research、Mathematical Finance、Finance and Stochastics、以及Journal of Economic Dynamics and Control等。

陳教授早期的研究涉及信用利差建模、可轉換證券定價中的隨機微分對策、針對美式期權定價的蒙特卡羅方法及敏感性分析、隨機微分方程的模擬，以及跳躍擴散模型下的奇異期權定價。他目前的研究重點包括隨機動態規劃的對偶方法、單智能體與多智能體的強化學習、跳躍擴散模型下的Ito- Taylor展開以及Signature計算、系統性傳染與流動性風險建模、複雜社會與金融網絡、隨機控制與強化學習中的蒙特卡羅方法和生成模型、以及去中心化交易所設計。他的部分研究工作得到了香港研究資助局研究優配基金（General Research Fund）的支持。

陳教授於2006年獲得哥倫比亞大學運籌學博士學位，此前於2001年和1998年分別獲得北京大學概率與統計專業的碩士學位和學士學位。他曾於2006年榮獲INFORMS金融服務分會最佳學生研究論文獎的第二名。此外，他曾於2007年至2008年間擔任Operations Research Letter的副編輯，現任Operations Research、Mathematical Finance、International Review of Finance、以及Digital Finance的副編輯。他還主持或參與了多個有關定量金融和蒙特卡羅模擬的國際會議的程序委員會工作。陳教授的研究團隊在多元擴散模型的Ito-Taylor展開上的研究於2022年獲得江蘇省第十七屆哲學社會科學優秀成果獎二等獎。

在香港中文大學，陳教授擔任金融科技工程學士課程主任。該課程是香港首個提供全面金融科技本科教育的學位課程。他同時也是香港中文大學（深圳）金融工程理學碩士課程的主任。在公共服務方面，陳教授現為香港特區政府財經事務及庫務局支付系統及儲值支付工具上訴審裁處成員，以及香港保險業上訴審裁處小組成員。他還是香港研究資助局（RGC）工程學科評審組的成員之一。陳教授亦積極參與研究成果轉化，他與山西證券股份有限公司的合作項目“人工智能下的債券違約預測和風險評級”在上海證券交易所證券信息技術研究發展中心2021年度行業共研課題評審中獲得三等獎。他也是上海市科委長三角科技創新共同體聯合攻關項目專家顧問委員會成員。