Xunyu Zhou is the Liu Family Professor of Financial Engineering at Columbia University. His research focuses on quantitative behavioral finance models that incorporate human emotions and psychology into financial decision makings, and on intelligent wealth management solutions using optimal control and machine learning techniques.
Professor 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 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, and the Alexander von Humboldt Research Fellowship. He is both an IEEE Fellow and a SIAM Fellow.
Professor 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, the Director of Nomura Center for Mathematical Finance, and the Director of the Oxford—Nie Financial Big Data Lab at University of Oxford prior to joining Columbia.