Yu Xu

I specialize in turning first‑principles economics into deployable, data‑driven models of asset prices and portfolio choice. My work blends statistical methods, high performance computing (C++, CUDA, Matlab, Python), and advanced numerical techniques to solve and estimate fixed point problems involving stochastic dynamic programs and HJB PDEs. My recent work incorporates machine-learning techniques to tackle higher-dimensional, realistic settings. Published and ongoing works include models of yield‑curve and credit‑risk term structures, dynamic allocation for private assets, central bank communication, and financial-labor market interactions.