Xiaofei Shi

Assistant Professor
Ontario Power Building, 700 University Ave., Room: 9109


Fields of Study

Areas of Interest

  • Mathematical Finance
  • Machine Learning


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.