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 tools from stochastic control theory reveal the principles behind machine learning techniques. My 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.

Please have a look at Research and CV for more details. I'm always happy to discuss about any of these topics for projects and collaboration, so please feel free to get in touch!