Lukasz Szpruch
Professor
Research Interests:
AI, Machine Learning
Validation, Verification, Testing,
Assurance Finance applications: FinTech, Banking, Risk, AML/KYC, Model Risk Management
Reinforcement Learning (RL), Deep RL
Game theory, Multi-agent reinforcement learning (MARL)
Computational optimal transport (OT)
Gradient flows, Wasserstein gradient flows
I'm a Professor at the School of Mathematics, the University of Edinburgh, and the Programme Director for Finance and Economics at the The Alan Turing Institute, the National Institute for Data Science and AI. At Turing, I'm providing academic leadership for partnerships with the National Office for Statistics, Accenture, Bill and Melinda Gates Foundation and HSBC. I'm the Principle Investigator of the research programme FAIR on responsible adoption of AI in the financial services industry. I'm also a co-Investigator of the UK Centre for Greening Finance & Investment (CGFI). I'm also an affiliated member of the Oxford-Man Institute for Quantitative Finance. Before joining Edinburgh, I was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford.