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Dr Hao Ni
603
Department of Mathematics University College
Gower Street
London
UK
WC1E 6BT
Appointment
  • Senior Lecturer
  • Dept of Mathematics
  • Faculty of Maths & Physical Sciences
Biography

I am a senior lecturer in financial mathematics at UCL and a UCL faculty 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.

Research Themes
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 and financial data streams.

Teaching Summary

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 DPhil Doctor of Philosophy – Mathematics University of Oxford
2009 MSc Master of Science – Mathematical and Computational Finance University of Oxford
2008 BSc Bachelor of Science – Mathematics Southeast University
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