Xiaofei Shi
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Department of Statistical Sciences 9109 Ontario Power Building
University of Toronto Toronto, ON, M5G 1Z5
xf.shi[at]utoronto(dot)ca
Google Scholar
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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).
Students
MA Mentored Research at Columbia University:
Reinforcement Learning in Finance
- Daran Xu: since January 2021
- Zhanhao Zhang: since January 2021
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