Research Interests

Optimization, Operations Management, Operations Research, Revenue Management

🔥 News

• January 2026: A New Paper TRSVR: An Adaptive Stochastic Trust-Region Method with Variance Reduction is available on arXiv and submitted.
• October 2025: I am actively seeking Ph.D. opportunities in Operations Research and Operations Management for Fall 2026!

💡 Publications

TRSVR: An Adaptive Stochastic Trust-Region Method with Variance Reduction

Yuchen Fang*,Xinshou Zheng*, Javad Lavaei

• A stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence.

📖 Education

• September 2023 - January 2025, Boston University, Questrom School of Business.
      M.Sc. in Mathematical Finance & Financial Technology
• June 2020 - August 2023, University of California, Santa Barbara, Department of Mathematics.
      B.Sc. in Applied Mathematics, Minor in Statistical Science

📂 Projects

• Classification of Cancer Tissues by Genes Based on Kolmogorov–Arnold Networks
  A PCA–KAN pipeline for cancer tissue classification from high-dimensional gene expression data.

• Summary of Stochastic Optimization
  A literature review on stochastic optimization methods, covering convergence properties, variance reduction, and practical trade-offs in large-scale and nonconvex settings.

🎖 Honors and Awards

• March 2024 Regional Finalist & Team Captain, 2024 PRMIA Risk Management Challenge.
• March 2023 Dean’s Honors, University of California, Santa Barbara. Winter 2023 quarter.
• June 2021 Dean’s Honors, University of California, Santa Barbara. Spring 2021 quarter.
• December 2020 Dean’s Honors, University of California, Santa Barbara. Fall 2020 quarter.

🛠 Skills

• Programming Languages:
  Python, R, C++, MATLAB, SQL

• Languages:
  Mandarin (Native), Hokkien/Taiwanese (Fluent), English (Fluent), German (Intermediate), Cantonese (Intermediate)

💬 Notes

• I have been fortunate to collaborate with researchers and scholars across multiple institutions. Please feel free to reach out if you are interested in related research directions!