News | Junyu Chen | Economics

December 2026 – February 2027: Will be visiting Tsinghua University, Beijing.
November 16: The ACM International Conference on AI in Finance accepted our work, LOB Diffusion Models, for publication in its proceedings. I may also be in Milan, Italy, presenting the paper.
November 12: Invited by Prof. Julia Schaumburg to give a seminar talk about our Diffusion LOBGrad model at Vrije Universiteit Amsterdam.

September 13: Attend the Macro Finance Conference at the Southwestern University of Finance and Economics (SWUFE), Chengdu.
August 28: Talked about Transformers at COMPSTAT 2026 (The 27th International Conference on Computational Statistics).
July – August: Visited Prof. Wei Cui at University College London (UCL), UK.
July: Visited my PhD supervisor Prof. Weining Wang at U Bristol, UK.
July 08: Attended the Bristol Econometric Study Group Annual Conference, where I presented our Transformer-based CoVaR work.
June 16: Presented Transformer-based CoVaR at the 18th Society for Financial Econometrics (SoFiE) Annual Conference in Macau (main session). Nobel laureate Prof. Robert F. Engle attended my talk : )
May 23: Our work LOB Diffusion Models was accepted by the ICML 2026 Workshop on Structured Probabilistic Inference & Generative Modeling.
May 21: Poster presentation of LOB Diffusion Models at the NESG Workshop at Tilburg University.
May 03: Got married, a big life milestone!
April 08: Represented Groningen in the 26th Econometric Game with my colleague Martijn de Werd!
February 13: Working paper posted on arXiv and SSRN: Transformer-based CoVaR.

July - September: Visited Prof. Wei-Biao Wu at the Department of Statistics, University of Chicago.
May 23: Presented a poster on Transformer-based CoVaR at the NESG Workshop at KU Leuven.
May 21: Gave a Brownbag seminar at the Faculty of Economics and Business, U Groningen.

September 01: Started my PhD in Economics at the U Groningen. On the very first day, I attended the workshop on Causal Inference and Machine Learning.
February: Graduated with my Master’s degree from TU Berlin under the supervision of Prof. Dr. Axel Werwatz.