The Generalized Volterra Signature
Ali, M., & Feng, Q. (2026). Working paper.
Branched Signature Kernel Solvers for ODEs with Rough Single-Trajectory Signals
Ali, M., Feng, Q., Pyle, C., & Xu, G. (2026). arXiv:2605.25826.
Branched Signature Model
Ali, M., & Feng, Q. (2025). arXiv:2511.00018.
Noise estimation of SDE from a single data trajectory
Ali, M., Das, P., Feng, Q., Gao, L., & Lin, G. (2025). arXiv:2509.25484.
Semigroup theory for pricing currency options driven by fractional Brownian motion
Hussain, J., Saeed, T., Gadehi, W., & Ali, M. (2025). Journal of Nonlinear, Complex and Data Science, 26(6), 297–311.
Modeling credit risk with mixed fractional Brownian motion: An application to barrier options
Hussain, J., & Ali, M. (2024). Nonlinear Engineering, 13(1), 20240003.
Global well-posedness and exponential decay estimates for semilinear Newell–Whitehead–Segel equation
Hussain, J., & Ali, M. (2024). Nonlinear Engineering, 13(1), 20240041.
PhD Thesis in progress
Masters Thesis: Modeling Credit Risk Driven by Mixed Fractional Brownian Motion