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

2026 HT MCF: Quantitative Risk Management (TA)
2026 HT MCF: Fixed Income and Credit (TA)
2025 MT A8: Probability (WEPO Tutor)
2025 MT MCF: Financial Derivatives (TA)
2025 MT MCF: Statistics and Fin Data Analysis (TA)
2025 MT B6.1: Numerical Solution of PDEs (TA)
2025 TT A6: Differential Equations 2 (WEPO 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 models, 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 am also interested in Automated Market Maker (AMM) design. Prior to the start of my doctoral studies, I accumulated several years of industry research and hands-on experience in blockchain, and I am a senior crypto researcher.