Research output per year
Research output per year
Personal profile
Personal profile
I obtained my PhD from the Department of Mathamtics, Florida State University in Aug 2023.
I worked as a quantitative model validation analyst at Citibank North America between Jan 2022 and Dec 2024.
Research interests
- Stochastic optimal control, numerical analysis.
- Stochastic computing, data assimilation.
Related documents
Education/Academic qualification
PhD, Numerical Analysis for Convergence of a Sample-wise Back-propagation Method for Training Stochastic Neural Networks, Florida State University
Award Date: 31 Aug 2024
Research areas
- Stocastic optimal control
- data assimilation and stochastic inference
Person Types
- Staff
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
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Application of diffusion generative models in Data assimilation.
Project: Internal Research Project
Research output
- 5 Article
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Solving high dimensional FBSDE with deep signature techniques with application to nonlinear options pricing
Sun, H. & Bao, F., 2025, In: Discrete and Continuous Dynamical Systems - Series B. Volume 30, Issue 4Research output: Contribution to journal › Article › peer-review
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Convergence Analysis for an Online Data-Driven Feedback Control Algorithm
Sun, H., Liang, S., Bao, F. & Archibald, R., 2024, In: MDPI Mathematics. 12, 16Research output: Contribution to journal › Article › peer-review
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Numerical Analysis for Convergence of a Sample-wise Back-propagation Method for Training Stochastic Neural Networks
Sun, H., Bao, F., Archibald, R. & Cao, Y., 2024, In: SIAM Journal on Numerical Analysis. 62, 2, p. 593-621Research output: Contribution to journal › Article › peer-review
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On Normal and Non-Normal Wave Statistics Implied by a Canonical–Microcanonical Gibbs Ensemble of the Truncated KdV System
Sun, H. & Moore, N. J., 2023, In: Journal of Statistical Physics. 190, 4, 4.Research output: Contribution to journal › Article › peer-review
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Parameter Estimation for the Truncated KdV Model through a Direct Filter Method
Sun, H., Bao, F. & Moore, N. J., 2023, In: Journal of Machine Learning for Modeling and Computing. 4, 1, p. 109-132Research output: Contribution to journal › Article › peer-review