Dr Yongxin Yang
Lecturer in Financial Technology
School of Electronic Engineering and Computer Science
Queen Mary University of London
Queen Mary University of London
Research
Machine Learning, Computational Finance, Medical Genetics
Interests
My research is in the area of machine learning (transfer learning, domain generalization, and meta learning) and its applications in finance (portfolio optimization and derivatives pricing) and medical genetics.Publications of specific relevance to the Centre for Multimodal AI
Publications of specific relevance to the Centre for Multimodal AI2024
PhenoGemini: Enhancing Molecular Diagnoses of Mendelian Disorders through Identifying Twin Patients with Large Language ModelsASHG Annual Meeting Denver 5 Nov 2024 - 9 Nov 2024.
05-11-2024
2023
MixStyle Neural Networks for Domain Generalization and AdaptationInternational Journal of Computer Vision, Springer Nature vol. 132 (3), 822-836.
17-10-2023
Batch-Ensemble Stochastic Neural Networks for Out-of-Distribution DetectionChen X Li Y Yang Y
ICASSP 2023 - 2023 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). vol. 00, 1-5.
10-06-2023
Mixture of Normalizing Flows for European Option PricingUAI. vol. 216, 2390-2399.
01-01-2023
An Evaluation of Self-supervised Learning for Portfolio DiversificationYang Y Hospedales TM
In Artificial Neural Networks and Machine Learning – Icann 2023, Springer Nature 283-294.
01-01-2023
On Calibration of Mathematical Finance Models by HypernetworksYang Y Hospedales TM
In Machine Learning and Knowledge Discovery in Databases: Applied Data Science and Demo Track, Springer Nature 227-242.
01-01-2023
PARTIAL INDEX TRACKING: A META-LEARNING APPROACHProceedings of Machine Learning Research. vol. 232, 415-436.
01-01-2023
CHIRODIFF: MODELLING CHIROGRAPHIC DATA WITH DIFFUSION MODELS11th International Conference on Learning Representations Iclr 2023.
01-01-2023
2022
Residual Contrastive Learning for Image Reconstruction: Learning Transferable Representations from Noisy ImagesDong N Maggioni M Yang Y Pérez-Pellitero E Leonardis A McDonagh S
Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence., 2930-2936.
01-07-2022
Long-tail Recognition via Compositional Knowledge TransferParisot S Esperança PM McDonagh S Madarasz TJ Yang Y Li Z
2022 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR). vol. 00, 6929-6938.
24-06-2022
PhenoApt leverages clinical expertise to prioritize candidate genes via machine learningAmerican Journal of Human Genetics, Elsevier vol. 109 (2), 270-281.
20-01-2022
SKETCHODE: LEARNING NEURAL SKETCH REPRESENTATION IN CONTINUOUS TIMEIclr 2022 10th International Conference on Learning Representations.
01-01-2022
ZooD: Exploiting Model Zoo for Out-of-Distribution GeneralizationAdvances in Neural Information Processing Systems. vol. 35
01-01-2022
Loss Function Learning for Domain Generalization by Implicit GradientProceedings of Machine Learning Research. vol. 162, 7002-7016.
01-01-2022
AUGMENTED SLICED WASSERSTEIN DISTANCESIclr 2022 10th International Conference on Learning Representations.
01-01-2022
Towards Unsupervised Sketch-based Image RetrievalBmvc 2022 33rd British Machine Vision Conference Proceedings.
01-01-2022
2021
Fine-Grained VR Sketching: Dataset and Insights.Luo L Gryaditskaya Y Yang Y Xiang T Song Y-Z
2021 International Conference on 3D Vision (3DV). vol. 00, 1003-1013.
03-12-2021
Dynamic multi-period sparse portfolio selection model with asymmetric investors’ sentimentsExpert Systems With Applications, Elsevier vol. 177
01-09-2021
Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface PredictionProceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data Mining., 3968-3975.
14-08-2021
Cloud2Curve: Generation and Vectorization of Parametric SketchesDas A Yang Y Hospedales T Xiang T Song Y-Z
2021 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR). vol. 00, 7084-7093.
25-06-2021
Context-Aware Layout to Image Generation with Enhanced Object Appearance2021 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR). vol. 00, 15044-15053.
25-06-2021
Vectorization and Rasterization: Self-Supervised Learning for Sketch and HandwritingBhunia AK Chowdhury PN Yang Y Hospedales TM Xiang T Song Y-Z
2021 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR). vol. 00, 5668-5677.
25-06-2021
More Photos are All You Need: Semi-Supervised Learning for Fine-Grained Sketch Based Image RetrievalBhunia AK Chowdhury PN Sain A Yang Y Xiang T Song Y-Z
2021 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR). vol. 00, 4245-4254.
25-06-2021
StyleMeUp: Towards Style-Agnostic Sketch-Based Image RetrievalSain A Bhunia AK Yang Y Xiang T Song Y-Z
2021 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR). vol. 00, 8500-8509.
25-06-2021
Simple and Effective Stochastic Neural NetworksYu T Yang Y Li D Hospedales T Xiang T
Proceedings of the AAAI Conference on Artificial Intelligence. vol. 35 (4), 3252-3260.
18-05-2021
Toward Fine-Grained Sketch-Based 3D Shape RetrievalQi A Gryaditskaya Y Song J Yang Y Qi Y Hospedales TM Xiang T Song Y-Z
IEEE Transactions on Image Processing, Institute of Electrical and Electronics Engineers (IEEE) vol. 30, 8595-8606.
01-01-2021
Domain Adaptive Ensemble LearningIEEE Transactions on Image Processing, Institute of Electrical and Electronics Engineers (IEEE) vol. 30, 8008-8018.
01-01-2021
DOMAIN GENERALIZATION WITH MIXSTYLEIclr 2021 9th International Conference on Learning Representations.
01-01-2021
Tensor Composition Net for Visual Relationship Prediction32nd British Machine Vision Conference Bmvc 2021.
01-01-2021
Domain Attention Consistency for Multi-Source Domain Adaptation32nd British Machine Vision Conference Bmvc 2021.
01-01-2021
2020
Index Tracking with Cardinality Constraints: A Stochastic Neural Networks ApproachZheng Y Chen B Hospedales TM Yang Y
Proceedings of The Aaai Conference on Artificial Intelligence, Association For The Advancement of Artificial Intelligence (Aaai) vol. 34 (01), 1242-1249.
03-04-2020
2017
Gated Neural Networks for Option Pricing: Rationality by DesignYang Y Zheng Y Hospedales T
Proceedings of the AAAI Conference on Artificial Intelligence. vol. 31 (1)
10-02-2017
Research Group
PhD Students
- Wenqi Chen
Deep Learning For Implied Volatility Modelling - Manu Terés Iniesta
Generative AI and Agent-Based Methods For Option Trading
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