Tongji University School of Economics and Management

Yijie Wang

Assistant Professor

School of Economics and Management
Tongji University

I am an Assistant Professor in the School of Economics and Management at Tongji University. Previously, I was a quantitative researcher in the Equity Investment Department at CITIC Securities.

I received my Ph.D. in Operations Research and Industrial Engineering from the University of Texas at Austin in 2023, where I worked with Dr. Grani Hanasusanto.

yijiewang [at] tongji.edu.cnGoogle Scholar

Portrait of Yijie Wang

Experience

  • Tongji University

    August 2024–present

    Assistant Professor · Shanghai

  • CITIC Securities

    July 2023–July 2024

    Quantitative Researcher · Beijing

Education

  • The University of Texas at Austin

    2018–2023

    Ph.D. in Operations Research and Industrial Engineering

    Austin

  • Beihang University

    2014–2018

    B.S. in Automation (Major)
    B.S. in Mathematics (Double Degree)

    Beijing

Research

  • Machine learning
  • Robust optimization
  • Contextual optimization

My current work focuses on the design and analysis of tractable solution schemes for decision-making problems under uncertainty, with applications in finance, quantitative analysis, and risk management.

Publications

  1. On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya–Watson Approach

    Yijie Wang, Prateek Srivastava, Grani A. Hanasusanto, and Chin Pang Ho

    Manufacturing & Service Operations Management, 2026

  2. Distributionally Robust Performative Optimization

    Zhuangzhuang Jia, Yijie Wang, Roy Dong, and Grani Hanasusanto

    Advances in Neural Information Processing Systems, 2025

  3. Distributionally Robust Observable Strategic Queues

    Yijie Wang*, Madhushini Prasad, Grani Hanasusanto, and John Hasenbein

    Stochastic Systems, 2024

  4. Wasserstein Robust Classification with Fairness Constraints

    Yijie Wang*, Viet Nguyen, and Grani Hanasusanto

    Manufacturing & Service Operations Management, 2024

Working papers

  1. Smooth Learning with Hard Constraints via Legendre-Regularized Policies

    Zikun Lin, Rui Chen, and Yijie Wang

    arXiv

  2. Distributionally Robust Optimization via Targeted Integral Probability Metrics for General Data Processes

    Lanran Fang, Jianqiang Cheng, Grani A. Hanasusanto, and Yijie Wang

    arXiv

  3. Machine Learning Meets Markowitz

    Yijie Wang, Hao Gao, Campbell R. Harvey, Yan Liu, and Xinyuan Tao

    NBER Working Paper 34861

  4. Data-Driven Contextual Optimization with Gaussian Mixtures: Flow-Based Generalization, Robust Models, and Multistage Extensions

    YoungChul Yoon, Grani A. Hanasusanto, and Yijie Wang

    arXiv

  5. A Distributionally Robust Optimization Approach to Quick Response Models under Demand Uncertainty

    Panayotis P. Papavassilopoulos, Grani A. Hanasusanto, and Yijie Wang

    arXiv

  6. Generalization Bounds for Contextual Stochastic Optimization using Kernel Regression

    Yijie Wang, Grani A. Hanasusanto, and Chin Pang Ho

    arXiv

Grants & awards

  • National Natural Science Foundation of China
  • Shanghai Magnolia Youth Talent Award

Professional service

Journal reviewer

Operations Research; Management Science; Manufacturing & Service Operations Management; INFORMS Journal on Computing.

Conference reviewer

NeurIPS; ACM.

Presentations

  • EFA2026
  • CICF2026
  • UBS Quant Meetup2026
  • POMS HongKong2026
  • POMS China2025
  • INFORMS Annual Meeting2020–2022, 2024

Contact

School of Economics and Management
Tongji University
1500 Siping Road, Yangpu
Shanghai, 200092

yijiewang [at] tongji.edu.cn