Homepage - Yufei Zhang

Hello there! I am a senior lecturer in Mathematical Finance and Machine Learning at the Department of Mathematics, Imperial College London. Previously I was an assistant professor at the Department of Statistics, London School of Economics and Political Science. I did my PhD in the Mathematical Institute at University of Oxford.

My 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 stochastic control theory reveals the underlying principles of data-driven decision-making. My work combines these two fields, offering a theoretically grounded framework for systematically designing safe and efficient algorithms for high-stakes decision-making in finance and engineering.

Please have a look at Research and CV for more details. I'm always open to discussing projects and collaborations, so feel free to get in touch! If you're a PhD student passionate about the above topics, don't hesitate to reach out.