Xiaofei Shi

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I am a fifth year PhD student in Mathematical Finance at Carnegie Mellon University, under the supervision of Prof. Johannes Muhle-Karbe . Earlier I received a BSc in Physics from Peking University, an MSc in Statistics and Actuarial Science from the University of Waterloo and a Msc in Machine Learning from Carnegie Mellon University.

Please find my CV here.

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

Contact: xiaofeis (at) andrew (dot) cmu (dot) edu   

Last updated: Nov. 2019


Manuscripts


Publications

2019

2018