81 citations · 225 across the 13 of their papers we have counts for
14 papers
A Neural RDE-based model for solving path-dependent PDEs
Bowen Fang, Hao Ni, Yue Wu
The concept of the path-dependent partial differential equation (PPDE) was first introduced in the context of path-dependent derivatives in financial markets. Its semilinear form w…
Path Development Network with Finite-dimensional Lie Group Representation
Hang Lou, Siran Li, Hao Ni
Signature, lying at the heart of rough path theory, is a central tool for analysing controlled differential equations driven by irregular paths. Recently it has also found extensiv…
Forex Trading Volatility Prediction using Neural Network Models
Shujian Liao, Jian Chen, Hao Ni
In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the…
Sig-Wasserstein GANs for Time Series Generation
Hao Ni, Lukasz Szpruch, Marc Sabate-Vidales +3
Synthetic data is an emerging technology that can significantly accelerate the development and deployment of AI machine learning pipelines. In this work, we develop high-fidelity t…
Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition
Shujian Liao, Terry Lyons, Weixin Yang +2
This paper contributes to the challenge of skeleton-based human action recognition in videos. The key step is to develop a generic network architecture to extract discriminative fe…
An efficient representation of chronological events in medical texts
Andrey Kormilitzin, Nemanja Vaci, Qiang Liu +3
In this work we addressed the problem of capturing sequential information contained in longitudinal electronic health records (EHRs). Clinical notes, which is a particular type of…
Signature features with the visibility transformation
Yue Wu, Hao Ni, Terence J. Lyons +1
In this paper we put the visibility transformation on a clear theoretical footing and show that this transform is able to embed the effect of the absolute position of the data stre…
Learning stochastic differential equations using RNN with log signature features
Shujian Liao, Terry Lyons, Weixin Yang +1
This paper contributes to the challenge of learning a function on streamed multimodal data through evaluation. The core of the result of our paper is the combination of two quite d…
Developing the Path Signature Methodology and its Application to Landmark-based Human Action Recognition
Weixin Yang, Terry Lyons, Hao Ni +2
Landmark-based human action recognition in videos is a challenging task in computer vision. One key step is to design a generic approach that generates discriminative features for…
Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition
Zecheng Xie, Zenghui Sun, Lianwen Jin +2
Online handwritten Chinese text recognition (OHCTR) is a challenging problem as it involves a large-scale character set, ambiguous segmentation, and variable-length input sequences…
Cascading Bandits for Large-Scale Recommendation Problems
Shi Zong, Hao Ni, Kenny Sung +3
Most recommender systems recommend a list of items. The user examines the list, from the first item to the last, and often chooses the first attractive item and does not examine th…
A multi-dimensional stream and its signature representation
Hao Ni
The signature of a path is an essential object in the theory of rough paths. The signature representation of the data stream can recover standard statistics, e.g. the moments of th…
Learning from the past, predicting the statistics for the future, learning an evolving system
Daniel Levin, Terry Lyons, Hao Ni
We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of informat…
Expected signature of Brownian motion up to the first exit time from a bounded domain
Terry Lyons, Hao Ni
The signature of a path provides a top down description of the path in terms of its effects as a control [Differential Equations Driven by Rough Paths (2007) Springer]. The signatu…