Dr. Fengyi Yuan is a postdoc (Byrne Research Assistant Professor) at University of Michigan, Ann Arbor. He works in the group led by Prof. Erhan Bayraktar.

He obtained his Ph.D. in math from Tsinghua University in June 2024, supervised by Prof. Zongxia Liang.

From July 2023 to January 2024, he worked as a Research Assistant at the Hong Kong Polytechnic University, mentored by Prof. Xiang Yu.

Please refer to his CV.

Research interests

• Mathematical finance and stochastic control;
• Mean-field models, especially their applications in finance or other aspects of social sciences;
• Time-inconsistency in dynamic decision problems.

Contact

Office: East Hall 1834, 530 Church Street, Ann Arbor, MI, 48109.

Email: fyuanmath@outlook.com; fengyiy@umich.edu.

Tel: (+1)734-680-3299.