Professor Zengjing Chen is a distinguished scholar in applied mathematics, financial mathematics, and probability theory, currently serving at Shandong University. With a Ph.D. in Applied Mathematics from Shandong University, his academic journey includes visiting positions at leading institutions such as INRIA (France), the University of Western Ontario (Canada), and the University of Rochester (USA). He has made significant contributions to nonlinear expectations, stochastic processes, and financial mathematics, reflected in his extensive publication record in high-impact journals like Econometrica, Annals of Probability, and Journal of Economic Theory. His leadership roles include chairing committees in the Society for Industrial and Applied Mathematics of China and the Bernoulli Society. A recipient of prestigious awards such as the National Natural Science Award and the Society for Industrial and Applied Mathematics of China Fellowship, Professor Chen’s research has advanced the theoretical foundations of risk analysis, asset pricing, and stochastic control, earning him global recognition in mathematical finance and probability.
Professional Profile
Scopus Profile
Education
Professor Zengjing Chen earned his Ph.D. in Applied Mathematics from Shandong University, where he developed a strong foundation in probability theory and financial mathematics. His academic journey included postdoctoral research and visiting scholar positions at renowned institutions, such as INRIA in France, the University of Western Ontario in Canada, and the University of Rochester in the United States. These international experiences enriched his expertise in stochastic processes, nonlinear expectations, and risk analysis. Throughout his education, he was mentored by leading mathematicians, contributing to his profound theoretical insights and innovative approaches to financial mathematics. His Ph.D. research laid the groundwork for his later contributions to nonlinear probability and robust financial modeling. By combining mathematical rigor with practical financial applications, he has become a prominent figure in applied probability and mathematical finance, influencing both theoretical advancements and real-world financial decision-making through his interdisciplinary research.
Professional Experience
Professor Chen has held key academic and research positions throughout his career, primarily at Shandong University, where he has been a professor and mentor to numerous doctoral students. His professional experience extends beyond China, having served as a visiting professor and research collaborator at leading institutions worldwide, including INRIA in France, the University of Western Ontario in Canada, and the University of Rochester in the United States. As an active member of the global mathematical community, he has chaired committees in prestigious organizations such as the Society for Industrial and Applied Mathematics of China and the Bernoulli Society. His editorial roles in top-tier mathematical journals demonstrate his influence in shaping the direction of research in financial mathematics and probability theory. With a career spanning decades, his professional journey reflects a commitment to advancing mathematical sciences, mentoring young researchers, and fostering international collaborations that bridge theoretical research with practical applications.
Research Interest
Professor Chen’s research interests lie at the intersection of probability theory, financial mathematics, and stochastic processes. He has made pioneering contributions to nonlinear expectations, risk measures, and robust financial modeling. His work on sublinear expectations and G-expectation has significantly impacted mathematical finance, particularly in asset pricing, risk management, and stochastic control. He is also deeply involved in uncertainty quantification and the application of probability theory to economics, developing models that address market volatility and financial risk under uncertainty. His research extends to machine learning applications in financial mathematics, where he explores new methodologies for predictive modeling and risk assessment. By integrating advanced probability theory with financial applications, his work has provided critical insights into optimal decision-making under uncertainty. His studies have been widely published in leading mathematical and economic journals, influencing both academic research and practical financial strategies used in investment, banking, and insurance industries.
Awards and Honors
Throughout his career, Professor Chen has received numerous prestigious awards recognizing his contributions to mathematics and financial modeling. He was honored with the National Natural Science Award, one of China’s highest accolades for scientific research, for his groundbreaking work in nonlinear probability and financial mathematics. He is also a Fellow of the Society for Industrial and Applied Mathematics of China, a distinction awarded to scholars who have made significant contributions to applied mathematics. His research has been supported by major grants from the National Science Foundation of China, allowing him to lead influential projects in stochastic analysis and risk management. Additionally, he has been invited to deliver keynote lectures at major international awards, further solidifying his status as a leading expert in probability and financial mathematics. His accolades reflect his lasting impact on the field, inspiring a new generation of researchers and practitioners in mathematical finance and applied probability.
Conclusion
Professor Zengjing Chen stands as a globally recognized scholar in applied mathematics, probability theory, and financial mathematics, with profound contributions to nonlinear expectations and stochastic processes. His academic and professional journey has been marked by excellence in research, international collaboration, and mentorship. Through his pioneering work in robust risk modeling and uncertainty quantification, he has advanced theoretical frameworks that influence real-world financial decision-making. His recognition through prestigious awards and leadership roles in top mathematical societies underscores his impact on the field. As a researcher, educator, and thought leader, Professor Chen continues to shape the future of mathematical finance, probability theory, and interdisciplinary mathematical applications. His contributions remain fundamental to both theoretical advancements and practical implementations in risk management, asset pricing, and financial stability, ensuring his legacy as a leading figure in the global mathematical community.
Publications Top Noted
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Title: Proof of a Conjecture About Parrondo’s Paradox for Two-Armed Slot Machines
Authors: Huaijin Liang, Zengjing Chen
Year: 2025
Source: Advances in Applied Mathematics
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Title: A Theoretical Model for a Vane with Stochastic Rotation
Authors: Zengjing Chen, Xinwei Feng, Han Li, Shijie Xie
Year: 2024
Source: Physica D: Nonlinear Phenomena
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Title: An Advanced Machine Learning Method for Simultaneous Breast Cancer Risk Prediction and Risk Ranking in Chinese Population: A Prospective Cohort and Modeling Study
Authors: Liyuan Liu, Yong He, Chunyu Kao, Zengjing Chen, Zhigang Yu
Year: 2024
Source: Chinese Medical Journal
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Title: A Quantum Technology for Reinforcement Learning on Channel Assignment
Authors: Zengjing Chen, Lu Wang, Chengzhi Xing
Year: 2024
Source: Advanced Quantum Technologies
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Title: Optimal Strategy for Bayesian Two-Armed Bandit Problem with an Arched Reward Function
Authors: Zengjing Chen, Zhao Ang Zhang
Year: 2024
Source: Mathematical Control and Related Fields
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Title: Approximate Optimality and the Risk/Reward Tradeoff Given Repeated Gambles
Authors: Zengjing Chen, Larry G. Epstein, Guodong Zhang
Year: 2024
Source: Economic Theory