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1. xf-shi.github.ioXiaofei Shi

   xf-shi.github.io

   

   Xiaofei Shi is a statistician and a mathematical finance expert at the University of Toronto. He works on stochastic optimization, stochastic differential equations, and data science applications.

   • Research

     Research Interests. Mathematical Finance, Market...

   • Teaching

     Xiaofei Shi. Home. Research. Teaching. Teaching. Instructor...

   • GitHub Pages

     Term Assistant Professor, Department of Statistics, Columbia...

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3. www.statistics.utoronto.ca · xiaofei-shiXiaofei Shi - Department of Statistical Sciences

   www.statistics.utoronto.ca · xiaofei-shi

   

   Xiaofei Shi is a mathematical finance expert and a faculty member at the University of Toronto. He works on stochastic optimization, stochastic differential equations, and data science applications.

4. scholar.google.com · citations‪Xiaofei Shi‬ - ‪Google Scholar‬

   scholar.google.com · citations

   

   Articles 1–9. ‪Assistant Professor, University of Toronto‬ - ‪‪Cited by 160‬‬ - ‪Mathematical Finance‬ - ‪Machine Learning‬.

5. xf-shi.github.io · researchXiaofei Shi - GitHub Pages

   xf-shi.github.io · research

   

   • Research Interests
   • Preprints
   • Publications

   Mathematical Finance, Market Microstructure, Equilibria and Liquidity Risk

   Stochastic Calculus and Forward-backward Stochastic Differential Equations

   Machine Learning, Game Theory with Applications in Strategyproof Conference Review

   Dynamical Systems, Reinforcement Learning and Compressed Sensing with Applications in Big Data

   See full list on xf-shi.github.io

   (In progress) Deep Learning Algorithms for an Equilibrium Model with Frictions (with Zhanhao Zhang) 2022.

   Managing Transaction Costs in Dynamic Trading (with Johannes Muhle-Karbe, and James Sefton) Working paper, 2021.

   (In progress) Liquidity Risk and Asset Prices (with Agostino Capponi, and Johannes Muhle-Karbe) 2019.

   See full list on xf-shi.github.io

   Deep Learning Algorithms for Hedging with Frictions (with Daran Xu, and Zhanhao Zhang) Forthcoming, Digital Finance.

   An Equilibrium Model for the Cross-Section of Liquidity Premia (with Johannes Muhle-Karbe, and Chen Yang) Forthcoming, Mathematics of Operations Research.

   Asset Pricing with General Transaction Costs: Theory and Numerics (with Lukas Gonon, and Johannes Muhle-Karbe) Mathematical Finance, Vol. 31 (2021), No. 2, pp. 595-648.

   On Strategyproof Conference Peer Review (with Yichong Xu, Han Zhao, and Nihar B. Shah) IJCAI 2019 (The 28th International Joint Conference on Artificial Intelligence).

   See full list on xf-shi.github.io

6. xf-shi.github.io · CV_XSXiaofei Shi - GitHub Pages

   xf-shi.github.io · CV_XS

   

   Term Assistant Professor, Department of Statistics, Columbia University, New York, NY, United States. Visiting Graduate Student, Simons Institute, University of California Berkeley, Berkeley, CA, United States.

7. scholar.google.com · citations‪Xiaofei Shi‬ - ‪Google Scholar‬

   scholar.google.com · citations

   

   Properties of Intense Electromagnetic Ion Cyclotron Waves: Implications for Quasi-linear, Nonlinear, and Nonresonant Wave-Particle Interactions. X Shi, A Artemyev, XJ Zhang, D Mourenas, X An, V...

8. www.artsci.utoronto.ca · 2022-23 · xiaofei-fei-shiFaculty Profile: Xiaofei (Fei) Shi - Faculty of Arts & Science

   www.artsci.utoronto.ca · 2022-23 · xiaofei-fei-shi

   

   Xiaofei Shi is a new faculty member in the Department of Statistical Sciences at the University of Toronto. She works on stochastic optimization, stochastic differential equations and data science.