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Homepage - Yufei Zhang

Hello there! I am an assistant professor at Department of Statistics of London School of Economics and Political Science since September 2021. Before that, I did my PhD in the Mathematical Institute at University of Oxford under the supervision of Christoph Reisinger.  My thesis won the Mathematical Institute DPhil Thesis Prize 2021.

My research interests lie at the intersection of stochastic control and games, machine learning, and mathematical finance. On the one hand, I design effective data-driven algorithms to solve high-dimensional control problems, in order to achieve more robust and computationally efficient decision making. On the other hand, I would further the mathematical understanding of commonly used machine learning algorithms with the aid of stochastic analysis, which subsequently provides practical guidance for designing more reliable learning algorithms.

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!

Office: COL B.100D, Columbia House

Mail: Department of Statistics,
London School of Economics,
Houghton Street,
London, WC2A 2AE