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
2023
Yang Y and Hospedales TM (2023). Mixture of Normalizing Flows for European Option Pricing. UAI. 01-01-2023
Yang Y and Hospedales TM (2023). An Evaluation of Self-supervised Learning for Portfolio Diversification. Artificial Neural Networks and Machine Learning – ICANN 2023 283-294. 01-01-2023
Yang Y and Hospedales TM (2023). On Calibration of Mathematical Finance Models by Hypernetworks. Machine Learning and Knowledge Discovery in Databases: Applied Data Science and Demo Track 227-242. 01-01-2023
2020
Zheng Y, Chen B, Hospedales TM and Yang Y (2020). Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach. 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
Yang Y, Zheng Y and Hospedales T (2017). Gated Neural Networks for Option Pricing: Rationality by Design. 10-02-2017