Dr Lukasz Szpruch

Lukasz Szpruch


Programme Director for Finance and Economics, and Turing Fellow

Partner Institution


Lukasz is 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, he is providing academic leadership for partnerships with the National Office for Statistics, Accenture, Bill and Melinda Gates Foundation and HSBC. He is the Principle Investigator of the research programme FAIR on responsible adoption of AI in the financial services industry. Lukasz is also a co-Investigator of the UK Centre for Greening Finance & Investment (CGFI). He is also an affiliated member of the Oxford-Man Institute for Quantitative Finance.

Before joining Edinburgh, he was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford.

Research interests

Lukasz's broad research interests span probability theory, stochastic analysis and theoretical machine learning. He is currently researching on the mathematical foundation of deep learning, mean-field models, (inverse) reinforcement learning, game theory and multiagent sysmtems, sampling and optimisation algorithms, computational optimal transport, and the theory of gradient flows. He is also interested in applications of these areas in finance and economics.

For updates on his research, see his Google Scholar page. You may also check his profile on the Research Gate or the MathSciNet