Tao Du

DPhil in Mathematics

Status

Postgraduate Student

Contact form

ORCID iD

https://orcid.org/0000-0002-1334-8888

Research groups

Address

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Further details

Member- Graduate Studies Committee (GSC), 2024-2026

Member- Consultative Committee for Graduates (CCG), 2023-2024

Teaching

2025 MT A8: Probability (Williams-Exeter Tutor)

2025 MT MCF: Financial Derivatives (TA)

2025 MT MCF: Statistics and Financial Data Analysis (TA)

2025 MT B6.1: Numerical Solution of PDEs (TA)

2025 TT A6: Differential Equations 2 (Williams-Exeter Tutor)

2025 TT Prelims M2: Analysis III (Exeter GTA)

2025 HT MCF: Quantitative Risk Management (TA)

2025 HT B8.6: High Dimensional Probability (TA)

2025 HT Prelims M2: Analysis II (Exeter GTA)

2024 MT Prelims M2: Analysis I (Exeter GTA)

Research interests

My broad research interests span high-dimensional probability theory, multi-dimensional diffusion model, generative AI, probabilistic machine learning, optimization, stochastic analysis, deep learning and PDEs. I am interested in stochastic numerics and their applications to finance and machine learning. I'm also interested in Automated Market Maker (AMM) design.