Dr Hao Ni is a senior lecturer in financial mathematics at UCL since September 2016. Prior to this she was a visiting postdoctoral researcher at ICERM and Department of Applied Mathematics at Brown University from 2012/09 to 2013/05 and continued her postdoctoral research at the Oxford-Man Institute of Quantitative Finance until 2016. She finished her D.Phil. in mathematics in 2012 under the supervision of Professor Terry Lyons at University of Oxford.
Her research interests include stochastic analysis, financial mathematics and machine learning. More specifically she is 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, she is also interested in its applications, e.g. online Chinese handwritten character and financial data streams.