Dr. F. (Fenghui) Yu

Dr. F. (Fenghui) Yu

Profile

About me

I’m currently a (tenure-track) assistant professor of Financial Stochastics 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 Risk Management, Finance and Actuarial Science
  • Applied Probability, Stochastic Modeling and Optimal Stochastic Control
  • Machine Learning, Data-driven Innovation and their Applications in Finance and Insurance

Publications

Ancillary activities

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