Xiaofei (Fei) Shi
Assistant Professor, Department of Statistical Sciences
Xiaofei Shi is an assistant professor in the Department of Statistical Sciences. Before joining the University of Toronto, Shi was a term assistant professor at Columbia University. She obtained her PhD in Mathematical Finance at Carnegie Mellon University and was a visiting student at the Simons Institute’s Foundations of Data Science program.
Shi is mainly interested in stochastic optimization and stochastic differential equations with applications to mathematical finance. She has also worked on various topics in data science, including crowdsourcing, dimensionality reduction and sparse recovery.