Hao Ni
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
[1] Lyons, T.; Ni, H., Expected signature of Brownian motion up to the first exit time from a domain, Annals of Probability, 43(5):2729-2762, 09, 2015.
[2] Ni, H.; Xu, W., Concentration and exact convergence rates for expected Brownian signatures, Electronic Communications in Probability, Vol.20, 1-11, 2015.
[3] Boedihardjo, H.; Ni, H; Qian, Z., Uniqueness of signature for simple curves, Journal of Functional Analysis, 267.6 1778-1806, 2014.
[4] Lyons, T.; Ni, H.; Oberhauser, H., A Feature Set for Streams and a Demonstration on High-Frequency Financial Tick Data, ACM Big Data Science Proceedings, 2014.
[5] Levin, D.; Lyons, T.; Ni, H., Learning from the past, predicting the statistics for the future, learning an evolving system, arXiv:1309.0260v2.
Stochastic analysis, financial mathematics and data analysis: Currently I work as a postdoctoral fellow within ERC project of Prof. Terry Lyons. My research interest is to model the evolution of complex systems that are affected by noise using the theory of rough path and its applications.
Oxford Man Institute of Quantitative Finance. University of Oxford, Eagle House, Walton Well Road, Oxford. OX2 6ED
Oct 2014 - Nov 2014: Lecturer for the introduction of Rough Path Theory, University of Oxford.
Oct 2014 -Dec 2014: Tutor for MSc course - Statistics and Financial Data Analysis, University of Oxford.
Jan 2013 -May 2013: Teaching Assistant for the APMA1200 course Operations Research: Probabilistic Models, Brown University.