Xunyu Zhou
- The Fu Foundation School of Engineering and Applied Science
- Liu Family Professor of Financial Engineering
Center Affiliations
Financial and Business Analytics Affiliated Member
Xunyu Zhou is the Liu Family Professor of Financial Engineering at Columbia University in New York. His research focuses on quantitative behavioral finance models that incorporate human emotions and psychology into financial decision making, and on intelligent wealth management solutions using optimal control and machine learning techniques.
Zhou is well known for his work in indefinite stochastic LQ control theory and application to dynamic mean-variance portfolio selection, in asset allocation and pricing under cumulative prospect theory, and in general time inconsistent problems. He directs the FDT Center for Intelligent Asset Management, a research center funded by a FinTech company. He has addressed the 2010 International Congress of Mathematicians, and has been awarded the Wolfson Research Award from The Royal Society (UK), the Outstanding Paper Prize from the Society for Industrial and Applied Mathematics, the Humboldt Distinguished Lecturer and the Alexander von Humboldt Research Fellowship. He is both an IEEE Fellow and a SIAM Fellow.
Zhou received his Ph.D. in Operations Research and Control Theory from Fudan University in China in 1989. He was the Nomura Professor of Mathematical Finance and the Director of Nomura Center for Mathematical Finance at University of Oxford during 2007-2016 before joining Columbia.