Lingyi Yang
MMath (University of Nottingham)
Status
Academic Visitor
Cohort 4 in the Industrially Focused Mathematical Modelling (Centre for Doctoral Training).
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Recent publications
On the choice of interpolation scheme for neural CDEs
Morrill, J Kidger, P Yang, L Lyons, T Transactions on Machine Learning Research volume 2022 issue 9 (08 Sep 2022) Neural Controlled Differential Equations for Online Prediction Tasks.
Morrill, J Kidger, P Yang, L Lyons, T CoRR volume abs/2106.11028 (2021) Teaching
- Tutor for B8.3 Mathematical models of Financial Derivatives (HT20)
- TA for Msc MCF Financial Derivatives (MT19)
- TA for B8.2 Continuous Martingales and Stochastic Calculus (HT18)
- Demonstrator for Computational Mathematics (MT18, HT19,MT19, HT20)
- TA for B8.1 Probability, Measure and Martingales (MT18)
Research interests
- Data Science
- Reinforcement learning
- Signature methods in machine learning
- Optimal Control