Dr Yufei Zhang

Dr Yufei Zhang

Assistant Professor

Department of Statistics

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English, Mandarin
Key Expertise
Stochastic control and games, computational finance, reinforcement learning

About me

Yufei is an assistant professor in the Department of Statistics of LSE. His research interests lie at the intersection of stochastic control and games, machine learning, and mathematical finance. He designs effective data-driven algorithms to solve challenging control problems in finance, in order to achieve more robust and computationally efficient decision making. He also furthers the mathematical understanding of commonly used machine learning heuristics with the aid of stochastic analysis, which subsequently provides practical guidance for designing more reliable learning algorithms. Prior to joining the Department of Statistics of LSE, Yufei was a PhD student in the Mathematical Institute at University of Oxford.