Mihaela van der Schaar

Mihaela van der Schaar is Man Professor of Quantitative Finance in the Oxford Man Institute of Quantitative Finance (OMI) and the Department of Engineering Science at Oxford, Fellow of Christ Church College and Faculty Fellow of the Alan Turing Institute [Link], London .

Mihaela's research interests and expertise are in machine learning, data science and decisions for a better planet. In particular, she is interested in developing machine learning and decision theory for finance, medicine and personalized education. She also has research interests and expertise in game theory and applications, and in social, economic and biological networks. She leads the Data Science and Decisions Research Group.

See Mihaela's talk at Alan Turing Institute - click here -


I am actively recruiting talented PhD students and Post-docs with strong mathematical background to work on projects related to machine learning and quantitative finance - Please contact mihaela.vanderschaar@eng.ox.ac.uk

Information for new students - click here -

Research areas

Machine learning, data science and decision-making for a better planet
- Finance
- Medicine: prognosis, diagnosis, treatment; discovery
- Education
Game theory and applications
Social, economic and biological networks

Selected Papers on Quantitative Finance and Financial Networks

N. Akbarzadeh, C. Tekin, M. van der Schaar, "Online Learning in Limit Order Book Trade Execution," IEEE GlobalSIP Symposium on Signal and Information Processing for Finance and Business, 2017.
M. van der Schaar, J. Xu and W. Zame, "Efficient Online Exchange via Fiat Money," in Economic Theory, vol. 54, no. 2, pp. 211-248, Oct. 2013.
M. van der Schaar and S. Zhang, "A Dynamic Model of Certification and Reputation," Economic Theory, vol. 58, no. 3, pp. 509-541, Oct. 2014.
K. Ahuja, M. van der Schaar and W. R. Zame, "A Theory of Individualism, Collectivism and Economic Outcomes".
S. Zhang and M. van der Schaar, "Reputational Learning and Network Dynamics".
K. Ahuja, S. Zhang and M. van der Schaar, "Optimal Marketing under Network Effects".
K. Ahuja and M. van der Schaar, "Dynamic Assessments, Matching and Allocation of Tasks ".

Highlighted projects

Advancing Medicine through Data Science, Machine Learning and Artificial Intelligence
Personalizing Education - One Mentor for Each Student
Game Theory and Applications
The Science of Societal and Institutional Networks

To read more about Mihaela's past research - click here