Jonathan Yu-Meng Li

Jonathan Yu-Meng Li is an Associate Professor and holder of the RBC Financial Group Professorship in Financial Risk Analytics at the Telfer School of Management, University of Ottawa. He serves as Principal Coordinator of the Center for Responsible Wealth Transition and leads the Risk Intelligence and Resilient Solutions cluster.

• B.Sc. in Electrical Engineering from National Sun Yat-Sen University
• M.A.Sc. in Electrical and Computer Engineering from McMaster University
• Ph.D. in Operations Research (Financial Engineering specialization) from the University of Toronto

Specializing in quantitative methodologies, his research focuses on:

• Optimization and machine learning tools for data-driven decisions
• Financial risk analytics (portfolio management, asset pricing, fraud detection)
• Operations management (inventory control, revenue management)
• Healthcare analytics (clinical risk assessment, patient triage)
• Climate risk modeling and technology disruption management

His recent publications demonstrate an evolving research trajectory:

• 2024: Distributional robustness under distorted expectations
• 2023: Deep reinforcement learning for financial derivatives
• 2022: Equal risk pricing with convex measures
• 2018-2021: Inverse optimization and robust modeling

Key scientific awards include:

• Emerging Researcher Award at Telfer
• First place in CORS Paper Competition
• Finalist in INFORMS Financial Services Section

Major funded research projects:

• 2023-2029: NSERC-funded framework for robust machine learning
• 2023-2026: Telfer School grant on decentralized finance security
• 2022-2024: SSHRC-funded research on DeFi criminal activity detection
• 2014-2019: NSERC grant on risk measure modeling