This fall, the Lally School of Management proudly welcomes Dr. Yihe Yu, a scholar whose interdisciplinary approach to finance and data science is pushing the boundaries of fintech research. With a background that spans mathematics, high-frequency trading, and machine learning, Dr. Yu brings a research portfolio that is as rigorous as it is forward-looking.
Exploring the Frontiers of Fintech and Asset Pricing
Dr. Yu comes to RPI with a Ph.D. in computational data science specialized in finance from SUNY Buffalo, as well as a master’s degree in mathematics from Syracuse University, and a bachelor’s degree from University of Liverpool. Her research focuses on asset pricing, market microstructure, and the transformative applications of artificial intelligence in finance.
Her research has been exploring several aspects related to intraday return predictability in the US stock market. One of her most exciting projects studies the data sensitivity of the machine learning model’s prediction power. Her work raises important questions about the high-frequency data construction and assumptions behind these models. “We found that only a particular way of constructing returns gives meaningful predictability,” she explains. “Understanding how data design impacts results is crucial for building robust algorithmic strategies.”
Her research is uniquely positioned to support the growth of digital finance. By enhancing transparency in algorithmic trading and developing more accurate predictive models, she aims to impact financial services, education, and market operations alike. “There are still so many areas in finance where AI hasn’t been fully explored,” she says. “This is where I hope to make meaningful contributions.”
An Educator Who Inspires Curiosity and Confidence
In the classroom, Dr. Yu’s approach blends technical rigor with student-centered learning. She fosters what she calls “inquiry-based learning,” where students actively connect theory to practice through collaborative projects and visual learning tools.
When teaching statistics, for example, she asks students to co-create flowcharts that map key concepts. “This helps students build a mental framework for how the ideas connect, instead of just memorizing formulas,” she says. She also incorporates hands-on financial trading simulations. In a recent course, students managed virtual portfolios with real-time market data and conducted research on topics like AI-powered investing or the influence of TikTok on trading behaviors.
“My goal is to help students feel excited and confident about applying what they’ve learned,” she says. “I want them to leave my classroom motivated and ready to make data-informed decisions in whatever field they pursue.”
Fueling Fintech with Technology and Vision
Dr. Yu was drawn to RPI because of its commitment to technological innovation and interdisciplinary research. RPI stood out to her as an ideal alignment with her research and teaching interests. “When I saw the Lally job posting emphasizing AI and digital transformation, I knew it was the right fit,” she says. She is particularly excited about the university’s resources, including high-performance computing and faculty workshops on quantum computing. These tools support her work with massive financial datasets—often as large as tens of terabytes—and allow her to explore the next frontier of finance research. “Quantum technologies could introduce entirely new models for pricing and risk analysis. I’m eager to explore that at RPI,” she says.
A Global Perspective, a Passion for Mentorship
Originally from Suzhou, China, Dr. Yu also speaks three dialects and has presented her research to practitioners affiliated with institutions like the New York Stock Exchange. She is deeply committed to mentoring students, especially those pursuing AI-driven finance research. She credits her own success to thoughtful mentorship and believes in guiding students toward work that aligns with their personal interests and professional goals.
Outside the classroom and research lab, she enjoys hiking (with more than 10 national parks under her belt), oil painting, and reading widely.
Looking Ahead
At Lally, Dr. Yu hopes to contribute to a culture of collaboration, curiosity, and technological leadership. “Through interdisciplinary research and inclusive teaching, I want to help build a future-ready academic community,” she says.
We are thrilled to welcome Dr. Yihe Yu to the Lally School of Management. Her passion for research, innovation, and mentorship will make a lasting impact on our students and the future of digital finance.