DrYufeiZhang

Summary

Yufei is a senior lecturer in Mathematical Finance and Machine Learning at the Department of Mathematics, Imperial College London. Previously he was an assistant professor at the Department of Statistics, London School of Economics and Political Science. Yufei did his PhD in the Mathematical Institute at University of Oxford.

Yufei's research interests lie at the intersection of machine learning, stochastic control and games, and mathematical finance. Advanced machine learning techniques lead to fast algorithms for analysing and controlling complex stochastic systems in data-rich environments, while tools from stochastic control theory reveal the principles behind machine learning techniques. His works combine stochastic control theory and statistical learning techniques in a novel way. They provide a theoretically-grounded framework to systematically design safe and efficient algorithms for high-stake decision making in finance and engineering.

For a full list of publications and preprints see Yufei' personal homepage or his google scholar profile.

Yufei is actively recruiting enthusiastic PhD students who possess an interest and background in stochastic control and games, mathematical statistics, theory of machine learning (especially Reinforcement Learning), or their applications in financial mathematics. Several scholarships, including the Roth scholarship, are accessible for prospective PhD students. If you're passionate about working on topics aligned with these interests, please don't hesitate to reach out. You can refer to Yufei's recent publications for more details about his research topics.

 

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