Yucheng Guo

I am an incoming Postdoctoral Research Associate in the Department of Mathematical Sciences at Carnegie Mellon University. I obtained my Ph.D. from the Department of Operations Research and Financial Engineering at Princeton University in May 2026. I am fortunate and grateful to have been supervised by Prof. Mykhaylo Shkolnikov and co-supervised by Prof. Sergey Nadtochiy. My research interest involves applying probabilistic methods, and more recently, machine-learning-based techniques to solve theoretical and computational problems that originate from Finance and other fields of Mathematics.

I received my Bachelor's degree in Mathematics from Fudan University in 2021.

I can be contacted at yuchengg@andrew.cmu.edu.

Publications and Preprints

Guo, Y., Yan, Q. (2026). Optimal Loss Allocation in a Mean-Field Model of Systemic Risk. Work in progress.
Zhao, H., Chen, H., Guo, Y., Winata, G. I., Ou, T., Huang, Z., Yao, D., Tang, W. (2025). Fine-Tuning Diffusion Generative Models via Rich Preference Optimization. Submitted.
Guo, Y., Yan, Q. (2025). Particle Systems with Local Interactions via Hitting Times and Cascades on Graphs. Submitted.
Guo, Y., Nadtochiy, S., Shkolnikov, M. (2024). Cascade equation for the discontinuities in the Stefan problem with surface tension. Submitted.
Guo, Y., Nadtochiy, S., Shkolnikov, M. (2024). Stefan problem with surface tension: uniqueness of physical solutions under radial symmetry. Archive for Rational Mechanics and Analysis. 248, article 90.

Awards

School of Engineering and Applied Science Award for Excellence, Princeton University, 2025

Academic Services

Referee for Annals of Applied Probability, Probability Theory and Related Fields.
(Co-)Organizer of Graduate FinMath Seminar at Princeton ORFE

Talks

06/2026 13th Bachelier World Congress
11/2025 24th Northeast Probability Seminar
11/2024 23rd Northeast Probability Seminar
06/2023 IMSI Workshop: Laplacian Growth Models, Chicago
06/2023 Stochastic Systems Seminar at UCSD, via Zoom

Teaching

Teaching Assistant:

Spring 2026: ORF 309 - Probability and Stochastic Systems (Head TA)
Fall 2025: ORF 309 - Probability and Stochastic Systems (Head TA)
Spring 2025: ORF 309 - Probability and Stochastic Systems (Head TA)
Fall 2024: ORF 309 - Probability and Stochastic Systems (Head TA)
Spring 2024: ORF 309 - Probability and Stochastic Systems (Head TA)
Fall 2023: ORF 309 - Probability and Stochastic Systems
Spring 2023: ORF 474 - Special Topics in ORFE: Network Game Theory
Fall 2022: ORF 526 - Probability Theory