Fenghui Yu
Assistant Professor of Stochastic and Mathematical Finance
Delft Institute of Applied Mathematics, TU Delft
I’m currently a (tenured) assistant professor of Stochastic and Mathematical Finance in the group of Applied Probability at the Delft Institute of Applied Mathematics, TU Delft. Before joining TU Delft, I was a postdoctoral researcher at RiskLab, Mathematics Dept. of ETH Zurich. I was also an IMR postdoctoral fellow at the Mathematics Dept. of the University of Hong Kong for a few months where I did research at the Advanced Modeling and Applied Computing Laboratory.
Please find my CV here.
Interests
- Quantitative Methods in Finance, Algorithmic Trading and Market Microstructure
- Applied Probability, Stochastic Modeling and Stochastic Optimal Control
- Machine Learning, Data-driven Innovation and their Applications in Finance and Insurance
Education
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PhD in Financial Mathematics, 2018
The University of Hong Kong, Hong Kong
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BSc in Computational Mathematics; BEcon in Finance & Financial Management, 2014
Jilin University, China