Dr. F. (Fenghui) Yu

Dr. F. (Fenghui) Yu

Electrical Engineering, Mathematics and Computer Science
Delft Institute of Applied Mathematics
Applied Probability
Pure profile

Contact

fenghui.yu@tudelft.nl
+31 15 27 85901

Profile

About me

I’m currently a (tenured) assistant professor of Stochastics and Mathematical Finance in the group of Applied Probability at the Delft Institute of Applied Mathematics, TU Delft.

Please find my personal webpage here.

Research interests

Quantitative Methods in Finance, Algorithmic Trading and Risk Management
Applied Probability, Stochastic Modeling and Optimal Stochastic Control
Machine Learning, Data-driven Innovation and their Applications in Finance and Insurance