Xiaofei Shi
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Xiaofei Shi

Xiaofei Shi  Department of Statistical Sciences
9109 Ontario Power Building
University of Toronto
Toronto, ON, M5G 1Z5

xf.shi[at]utoronto(dot)ca
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About Me

I am an Assistant Professor in the Department of Statistical Sciences at the University of Toronto. Before joining U of T, I worked as a Term Assistant Professor at Columbia University. I obtained my PhD in Mathematical Finance at Carnegie Mellon University, under the supervision of Prof. Johannes Muhle-Karbe. I am mainly interested in stochastic optimization and stochastic differential equations with applications to mathematical finance. I have also worked on various topics in data science, including crowdsourcing, dimensionality reduction, and sparse recovery. I was a visiting student at the Simons Institute Foundations of Data Science program.

Full CV (updated Jun. 2023).

PhD Students

Wei Chen (with Sebastian Jaimungal)

Summer Research Projects

  • MFI Mentored Research at the University of Toronto:
  • MA Mentored Research at Columbia University:
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