Huining Yang

J.P. Morgan HQ
25 Bank St, London E14 5JP


About Me

I am currently an AI researcher at J.P. Morgan. Prior to joining J.P. Morgan, I was a Postdoctoral Research Associate in the Operations Research & Financial Engineering (ORFE) Department at Princeton University, supervised by Prof. Ronnie Sircar. I obtained my PhD degree in the Mathematical Institute at University of Oxford, supervised by Prof. Ben Hambly. I received my bachelor’s degrees from University of Manchester and Shandong University (2+2 programme). Please find my CV here.

My research interests lie broadly in the span of mathematical finance and machine learning, with a special focus on reinforcement learning, stochastic control, and game theory.


  • J.P. Morgan: Senior Associate AI Research, 2023 - present
  • Princeton University: Postdoctoral Research Associate, 2022 - 2023

  • Education

  • University of Oxford: PhD in Mathematics, 2018 - 2022
  • University of Machester: BSc in Mathematics with Financial Mathematics (2+2 dual degree), 2016 - 2018
  • Shandong University: BSc in Mathematics (2+2 dual degree), 2014 - 2016

  • Publications and Preprints

  • B. Hambly, R. Xu, and H. Yang. Linear-quadratic Gaussian Games with Asymmetric Information: Belief Corrections Using the Opponents Actions. Submitted, 2023.
  • B. Hambly, R. Xu, and H. Yang. Recent Advances in Reinforcement Learning in Finance (Journal Version). Mathematical Finance, 33, 437-503, 2023.
  • B. Hambly, R. Xu, and H. Yang. Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games (Journal Version). Journal of Machine Learning Research (JMLR), 24(139):1−56, 2023.
  • B. Hambly, R. Xu, and H. Yang. Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon (Journal Version). SIAM Journal on Control and Optimization (SICON), 59 (5), pp. 3359-3391, 2021.

  • Recent News

  • Minisymposia talk , SIAM Conference on Financial Mathematics and Engineering (FM23), Jun. 2023, Philadelphia.
  • Program Committee Member at the 2022 ACM International Conference on AI in Finance (ICAIF), Nov. 2022, New York.
  • Session Chair at the 2022 INFORMS Annual Meeting: Recent Advances in Reinforcement Learning in Finance, Oct. 2022, Indiana, USA.
  • Talk, 12th Oxford-Princeton Workshop on Mathematical Finance and Stochastic Analysis, Oct. 2022, Oxford.
  • Organizing Committee member at the InFoMM CDT Annual Meeting, cohort representative, Jun. 2022, Oxford.
  • Talk, Industrial Maths in the 21st Century, Jun. 2022, Oxford.
  • Talk, InFoMM Annual Meeting, Jun. 2022, Oxford.
  • Contributed talk, UKIE National Student Chapter Conference, Jun. 2022, Edinburgh.
  • Contributed talk, 2nd London-Oxford-Warwick Financial Mathematics Workshop, Apr. 2022, Warwick.
  • Talk, Junior Applied Mathematics Seminar (JAMS), Feb. 2022, Oxford.
  • Invited talk, UC Berkeley, Jan. 2022, virtual.
  • Invited talk, Financial/Actuarial Mathematics Seminar, University of Michigan, Jan. 2022, virtual.
  • Invited talk, 15th International Conference on Computational and Financial Econometrics (CFE 2021), Dec. 2021, King’s College London, UK
  • Contributed talk, Workshop on Women in AI and Finance, 2nd ACM International Conference on AI in Finance (ICAIF'21), Nov. 2021, virtual.
  • Invited talk, INFORMS 2021 Annual Meeting, Oct. 2021, virtual.