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Rough Path and Machine Learning Research Group

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Publications

A repository of the groups research publications, including access to journal articles, book chapters, conference proceedings, digital web resources and more.

Books:

An introduction to machine learning in quantitative finance

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This book aims to demystify ML by uncovering its underlying mathematics and showing how to apply ML methods to real-world financial data.

An introduction to machine learning in quantitative finance (Chinese version)

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The Chinese version of An Introduction to Machine Learning in Quantitative Finance.

 

 

 

 

 

 

 

 

 

 

 

Papers:

  2023  | 2022  |  2021  |  2020  |  2019  |  2018  |  2017  |  2015  |  2014   

2023

  • Abdel-Rehim, A., Orhobor, O., Hang, L., Ni, H., and King, R., (2023). Protein-Ligand Binding Affinity Prediction Exploiting Sequence Constituent Homology, accepted by Bioinformatics
  • Li, Z., Peng, F.,  Xue, Y., Ni, H. and Jin L., (2023). Scene Table Structure Recognition with Segmentation and Key Point Collaboration, accepted by the 17th International Conference on Document Analysis and Recognition (ICDAR 2023).
  • Huang, J., Peng, D., Li, H., Ni, H. and Jin L., (2023). SegCTC: Offline Handwritten Chinese Text Recognition via Better Fusion between Explicit and Implicit Segmentation, accepted by the 17th International Conference on Document Analysis and Recognition (ICDAR 2023).
  • Huang, L.,  Chen, B., Liu, C., Peng, D., Zhou, W., Wu, Y., Li, H., Ni, H. and Jin L., (2023). EnsExam: A Dataset for Handwritten Text Erasure on Examination Papers, accepted by the 17th International Conference on Document Analysis and Recognition (ICDAR 2023).
  • Lou, H., Li, S. and Ni, H., (2023). PCF-GAN: generating sequential data via the characteristic function of measures on the path space. arXiv preprint arXiv:2305.12511.
  • Xie, X., Wu, Y., Ni, H. and He, C., (2023). NODE-ImgNet: a PDE-informed effective and robust model for image denoising. arXiv preprint arXiv:2305.11049.
  • Li, S., Ni, H. and Zhu, Q., (2023). Small mass limit of expected signature for physical Brownian motion. arXiv preprint arXiv:2305.00343.
  • Abdel-Rehim, A., Orhobor, O., Lou, H., Ni, H. and King, R.D., (2023). Beating the Best: Improving on AlphaFold2 at Protein Structure Prediction. arXiv preprint arXiv:2301.07568.
  • Gong, S., Hu, P., Meng, Q., Zhu, R., Chen, B., Ma, Z.M., Ni, H. and Liu, T.Y., (2023). Deep Latent Regularity Network for Modeling Stochastic Partial Differential Equations. AAAI.

2022

2021

2020

2019

2018

2017

2015

2014