SEC scholar 1 March – 30 September 2026
Xin Zhang is a tenure-track assistant professor at the FRE department of NYU. Before that, he was a university assistant in the group of Prof. Mathias Beiglböck at the University of Vienna from 2021 to 2024. Zhang obtained his Ph.D. in Mathematics under the supervision of Prof. Erhan Bayraktar at the University of Michigan in 2021, and his B.S. in Mathematics at Fudan University in 2016.
His research focuses on optimal transport, stochastic analysis and control, as well as their applications in Finance and Machine Learning. More specifically, Zhang is interested in viscosity solution of nonlinear PDE, and optimal transport in robust finance. His research is partially funded by NSF Award DMS-2508556.
At Digital Futures, Zhang plans to continue his collaborative research on prediction markets, where participants trade contracts whose payoffs depend on the outcomes of future events. Prediction markets have become increasingly popular for forecasting elections and sports outcomes, and they provide a natural link between prices, probabilities, incentives, and information aggregation.
His current research focuses on three related questions: how to improve the regulation of prediction markets, how to design more attractive and informative contracts, and how to model sports games using information revealed by prediction-market prices. Prediction markets are also deeply connected to martingale optimal transport. In particular, we aim to better understand their relationship with the so-called Bass martingale.
Link to website
Contact: xz1662@nyu.edu
