Name
Professor Lukasz Szpruch
Job Title
School of Mathematics, University of Edinburgh;
Company
Director of Finance and Economics Programme, The Alan Turing Institute
Speaker Bio
I'm a Professor at the School of Mathematics, the University of Edinburgh, and the Programme Director for Finance and Economics at the The Alan Turing Institute, the National Institute for Data Science and AI. At Turing, I'm providing academic leadership for partnerships with the National Office for Statistics, Accenture, Bill and Melinda Gates Foundation and HSBC. I'm the Principle Investigator of the research programme FAIR on responsible adoption of AI in the financial services industry. I'm also a co-Investigator of the UK Centre for Greening Finance & Investment (CGFI). I'm also an affiliated member of the Oxford-Man Institute for Quantitative Finance.
Before joining Edinburgh, I was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford.
My broad research interests span probability theory, stochastic analysis and theoretical machine learning. I am currently researching on the mathematical foundation of deep learning, mean-field models, (inverse) reinforcement learning, game theory and multiagent sysmtems, sampling and optimisation algorithms, computational optimal transport, and the theory of gradient flows. I'm also interested in applications of these areas in finance and economics.
Before joining Edinburgh, I was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford.
My broad research interests span probability theory, stochastic analysis and theoretical machine learning. I am currently researching on the mathematical foundation of deep learning, mean-field models, (inverse) reinforcement learning, game theory and multiagent sysmtems, sampling and optimisation algorithms, computational optimal transport, and the theory of gradient flows. I'm also interested in applications of these areas in finance and economics.