Learning stochastic differential equations using RNN with log signature features. - Shujian Liao; Terry J. Lyons; Weixin Yang; Hao Ni 001 (CoRR, 2019)

Conditional Sig-Wasserstein GANs for Time Series Generation. - Hao Ni 001; Lukasz Szpruch; Magnus Wiese; Shujian Liao; Baoren Xiao (CoRR, 2020)

Logsig-RNN: a novel network for robust and efficient skeleton-based action recognition. - Hao Ni 001; Shujian Liao; Weixin Yang; Kevin Schlegel; Terry J. Lyons (BMVC, 2021)

Sig-wasserstein GANs for time series generation. - Hao Ni 001; Lukasz Szpruch; Marc Sabate Vidales; Baoren Xiao; Magnus Wiese; Shujian Liao (ICAIF, 2021)

Forex Trading Volatility Prediction using Neural Network Models. - Shujian Liao; Jian Chen; Hao Ni 001 (CoRR, 2021)