Undergraduate Research

1. Signature payoff for options pricing. (REU 2023 Summer, UM.)

 Student: Haisu Ding and Zuyuan Han.  Report

2. Overdamped Langevin dynamics on Lie groups. (REU 2022 Summer, UM.) Student: Xinchang Wang. Report.

Here are some highlights: generating Partially Warped Normal Distribution on SE(2) by using overdamped Langevin dynamics (green quivers) on SE(2) compared to distributions generated by numpy (blue quivers).

In the first row, we apply translation first and rotation later. In the second row, we apply rotation first and translation later. Each row indicates the transformation applied to the vetor [0,1]^T.

3. Volterra Signature Computation for discrete data sets. 

Student: Kevin Lijin Wang.   GitHub repository.

4. Volterra Signature and Convolutional Neural Network. 

 Student: Zhongqi Ma and Kevin Lijin Wang.