Harry Zheng

Professor Harry Zheng is a Professor of Mathematics at Imperial College London's Faculty of Natural Sciences, Department of Mathematics. He is affiliated with the CFM-Imperial Institute of Quantitative Finance and Mathematical Finance. His research focuses on stochastic control, optimization, and financial mathematics with applications in banking, numerical methods, and statistics.

Key research areas include stochastic control theory, mean field games, financial derivative pricing, and machine learning integration in financial systems. His work addresses optimal investment strategies, risk management, and systemic risk modeling in dynamic markets. Notable contributions include applying deep learning to solve high-dimensional stochastic control problems and analyzing governance dynamics using mean field frameworks.

Recent publications span innovations in neural network-based solvers for Hamilton-Jacobi-Bellman equations, robust optimization under uncertainty, and behavioral finance models incorporating transaction costs and prospect theory.

Professor Zheng collaborates with institutions like the CFM-Imperial Institute to advance quantitative finance methodologies. His research bridges theoretical advancements with practical applications in portfolio management, risk assessment, and computational finance.