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Dr Hao Ni
603
Department of Mathematics University College
Gower Street
London
UK
WC1E 6BT
Appointment
- Associate Professor
- Dept of Mathematics
- Faculty of Maths & Physical Sciences
Role
UCL Subsidiary Supervisor
Biography
I am an associate professor in financial mathematics at UCL and a Turing fellow at Alan Turing Institute since September 2016. Prior to this I was a visiting postdoctoral researcher at ICERM and Department of Applied Mathematics at Brown University from 2012/09 to 2013/05 and continued my postdoctoral research at the Oxford-Man Institute of Quantitative Finance until 2016. I finished my D.Phil. in mathematics in 2012 under the supervision of Professor Terry Lyons at University of Oxford.
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Research Summary
My research interests include stochastic analysis, financial mathematics and machine learning. More specifically I am interested in non-parametric modelling effects of data streams through rough paths theory and statistical models. Rough paths theory is a non-linear extension of classical theory of control differential equations to model highly oscillatory systems, and the core concept in rough paths theory is the signature of a path, which can be used as useful features for learning to summarize sequential data in terms of its effect. Moreover, I am also interested in its applications, e.g. online Chinese handwritten character recognition and financial data analysis.
Teaching Summary
Jan 2017 -- Present: Mathematics and Statistics of Algorithmic Trading, UCL.
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.
Appointments
| 01-SEP-2015 – 31-AUG-2016 | Senior Postdoctoral Fellow | Oxford-Man Institute of Quantitative Finance | University of Oxford, United Kingdom |
| 15-SEP-2012 – 15-MAY-2013 | Visiting Postdoctoral Researcher | ICERM and Applied Mathematics Department | Brown University, United States |
| 15-SEP-2012 – 31-AUG-2015 | Postdoctoral Fellow | Oxford-Man Institute of Quantitative Finance | University of Oxford, United Kingdom |
Academic Background
| 2012 | Doctor of Philosophy | University of Oxford | |
| 2009 | Master of Science | University of Oxford | |
| 2008 | Bachelor of Science | Southeast University |
