Biography

Samuel Drapeau is a Tenured Associate Professor at the School of Mathematical Sciences, Shanghai Jiao Tong University (SJTU), and Director of the Quantitative Finance Research Center (QFRC). He also holds a joint appointment at the Shanghai Advanced Institute of Finance (SAIF), where he teaches courses on data analysis, stochastic financial modeling, quantitative finance, and fintech. His academic and professional career spans cutting-edge theoretical research and industry practice across interdisciplinary fields including stochastic analysis, quantitative finance and risk management, and AI systems. His work encompasses financial stochastic analysis, high-frequency trading fraud detection, systemic risk modeling, and AI-based high-frequency market simulation and stress testing. He combines stochastic convex analysis, optimal transport theory, and deep learning for market microstructure analysis. He co-developed a high-frequency trading fraud detection model with TMX Group (Toronto Stock Exchange) and proposed regime-switching pricing models and hedging performance optimization frameworks in foreign exchange trading. He has published extensively in journals such as Economics & Politics, Mathematical Finance, SIAM Journal on Financial Mathematics, and Electronic Journal of Probability. Since 2023, Samuel Drapeau has led the development of Fastbox, an open-source financial data platform supporting teaching and research in related disciplines, while mentoring student teams conducting quantitative trading strategy research and collaborating with firms such as Qube Research to train quantitative finance talent.