Xiaofei Shi

Xiaofei Shi

First Name: 
Xiaofei
Last Name: 
Shi
Title: 
Assistant Professor
Office Location : 
Ontario Power Building, 700 University Ave., Room: 9109
Biography : 

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.

Personal Website: 
https://xf-shi.github.io/

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Research Area:

Areas of Interest: 
  • Mathematical Finance
  • Machine Learning

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Meta Description: 
Xiaofei Shi is an Assistant Professor at the U of T Department of Statistical Sciences.