Dr Kazutoshi Yamazaki

Senior Lecturer in Financial Mathem

School of Mathematics and Physics
Faculty of Science
k.yamazaki@uq.edu.au
+61 7 336 52302

Overview

Kazutoshi Yamazaki is a senior lecturer at the School of Mathematics and Physics, the University of Queensland. Before joining UQ in April 2022, he was an assistant professor at Osaka University and an associate professor at Kansai University. He is an applied probabilist with contributions in the field of insurance and financial mathematics and operations research. He has organised various conferences including the Probability Theory and Stochastic Processes session at the 65th AustMS 2021 annual meeting. He is also one of the organisers of Mathematics of Risk 2022, a MATRIX event to be held in December 2022. Kazutoshi obtained his PhD in Operations Research and Financial Engineering from Princeton University in 2009.

Research Interests

  • Stochastic processes, probability theory
  • Optimal stopping, stochastic control
  • Multi-armed bandit, sequential hypothesis testing, change-point detection
  • Insurance mathematics, mathematical finance, operations research

Qualifications

  • Doctor of Philosophy, Princeton University

Publications

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Supervision

  • Doctor Philosophy

View all Supervision

Available Projects

View all Available Projects

Publications

Journal Article

Conference Publication

PhD and MPhil Supervision

Current Supervision

  • Doctor Philosophy — Associate Advisor

    Other advisors:

Possible Research Projects

Note for students: The possible research projects listed on this page may not be comprehensive or up to date. Always feel free to contact the staff for more information, and also with your own research ideas.