Skip to main content
University of Oxford logo Home

Search form

  • Log in
  • Members
  • About Us
    • Contact Us
    • Travel & Maps
    • Our Building
    • Supporting Mathematics
    • Alumni
    • History
    • Art and Oxford Mathematics
    • News
    • Vacancies
    • Equality, Diversity & Inclusion
  • Study Here
    • Undergraduate Study
    • Postgraduate Study
    • Current Students
  • Research
    • Research Groups
    • Case Studies
    • Faculty Books
  • Outreach
    • Posters
    • Oxford Mathematics Alphabet
    • Oxford Online Maths Club
    • Oxford Maths Festival 2023
    • It All Adds Up
    • Problem Solving Matters
    • PROMYS Europe
    • Oxfordshire Maths Masterclasses
    • Maths Week England
    • Outreach Information
    • Mailing List
  • People
    • Key Contacts
    • People list
    • A Global Department
    • Research Fellowship Programmes
    • Professional Services Teams
  • Events
    • Conference Facilities
    • Public Lectures & Events
    • Departmental Seminars & Events
    • Special Lectures
    • Conferences
    • Summer Schools
    • Past Events
    • Alumni Newsletters
    • Info for Event Organisers & Attendees

Primary tabs

  • View(active tab)
  • Contact

Hao Ni

DPhil in Mathematics
+44 1865 283879
Contact form
CV
Research groups
  • Stochastic Analysis
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Major / recent publications

[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.

Teaching

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.

 

Preferred address

Oxford Man Institute of Quantitative Finance. University of Oxford, Eagle House, Walton Well Road, Oxford. OX2 6ED

Research interests

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.

X Facebook LinkedIn Instagram YouTube

© Mathematical Institute

Website Accessibility Statement

Website Privacy Policy & Cookies Statement

Stonewall Silver Employer 2022 Athena SWAN Silver Award (ECU Gender Charter) London Mathematical Society Good Practice Scheme
sfy39587stp18