Ni Hao has worked as a postdoc researcher since September 2012. Before that Ni has finished her DPhil in Stochastic Analysis group at University of Oxford.
Ni previously completed a Bachelor’s Degree in Mathematics at Southeast University, China and a Master’s Degree in mathematical and computational finance at the University of Oxford.
She is currently working on rough paths theory and time series models with her supervisor Professor Terry Lyons, and her research interest is the expected signature of stochastic processes.
Hao, N. and Lyons, T. (2011) Expected signature of Brownian motion up to the first exit time of the domain.