Homepage - Yufei Zhang

Hello there! I am an Associate Professor in Mathematical Finance and Machine Learning and also a co-director of the MSc in Mathematics and Finance in 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 lies at the intersection of machine learning, stochastic control, game theory, and mathematical finance. I develop theoretically grounded methods for decision-making in complex stochastic systems, with particular interests in reinforcement learning, stochastic games, and data-driven control. My recent work focuses on the foundations and algorithms of single-agent and multi-agent reinforcement learning, and on combining stochastic modeling with modern machine learning techniques to develop efficient and reliable methods for high-stakes applications 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.