Yili Zhang

AIM Ph.D. Student. Curriculum Vitae

zhyili@umich.edu


Department of Mathematics

University of Michigan, Ann Arbor

East Hall 3860

530 Church Street

Ann Arbor, MI 48109

Education

Research

  • Research interests: financial mathematics, stochastic analysis, machine learning.
  • Ph.D advisor: Professor Erhan Bayraktar .

Working Papers:

  • E. Bayraktar, I. Ekren and Y. Zhang, On the asymptotic optimality of comb strategy for prediction with expert advice.