Projects 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 2023
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
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Projects
- 2 Not started
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Introducing the Schrodinger Bridge nonlinear filter
1/07/25 → 30/06/28
Project: Internal Research Project
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Application of diffusion generative models in Data assimilation.
Project: Internal Research Project
Research output
- 8 Article
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Batch Sample-wise Stochastic Optimal Control via Stochastic Maximum Principle
Sun, H., 5 May 2025, In: https://arxiv.org/abs/2505.02688.Research output: Contribution to journal › 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 BACKPROPAGATION METHOD FOR TRAINING STOCHASTIC NEURAL NETWORKS
Archibald, R., Bao, F., Cao, Y. & Sun, H., 2024, In: SIAM Journal on Numerical Analysis. 62, 2, p. 593-621 29 p.Research 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