Dr Lukasz Szpruch

Lukasz Szpruch


Programme Director for Finance and Economics, and Turing Fellow

Partner Institution


Lukasz is a Reader (Associate Professor) at the School of Mathematics, University of Edinburgh. He is also a Turing Fellow at The Alan Turing Institute, London. Before moving to Edinburgh, he was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford, and a member of the Oxford-Man Institute for Quantitative Finance.

Research interests

Lukasz has a broad research interest in probability theory, mean-field models, stochastic control, statistics and quantitative finance. He is also pursuing research on deep neural networks and reinforcement learning. He has run projects jointly with the financial services industry on topics such as model calibration or risk computation. Apart from finance, he is also working on problems that arise in cyber security, energy markets and insurance.