Professor, Expert in Stock Markets and Quantitative Investing
Professor Nathan Chen, 55, a Chinese-American, is a globally recognized authority in quantitative finance. Formerly at Columbia Business School and a senior researcher at the International Finance Research Center, with MIT joint research experience and over 25 years in financial markets, his work focuses on global market microstructure, cross-border investment liquidity, behavioral finance, and ESG investing. His achievements include the book Market Anomalies and Quantitative Investing and numerous top-tier journal publications. At JP Morgan, he designed risk control and factor models, leading machine learning-driven strategies that outperformed U.S. benchmarks. During the 2010 Eurozone crisis, he advised the German Finance Ministry and EU Commission on sovereign debt risks, showcasing exceptional crisis management. Advocating a “theory-data-practice” teaching approach, he encourages students to model with real market data, fostering rational investment thinking. Awarded the 2018 Global Quantitative Finance Best Strategy Award and recognized by Financial Times and The Wall Street Journal as a top analyst and crisis expert, Nathan, proficient in Python, R, and MATLAB, drives financial education modernization, empowering global investors with data-driven wealth solutions.
Visionary Innovation Business School (VIBS) cultivates global investment leaders, integrating quantitative research and practical training to empower sustainable wealth growth in dynamic markets.
