Stochastic Dynamics and Machine Learning Lab SDML@Korea University

Research

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2023

SigFormer: Signature Transformers for Deep Hedging
SigFormer: Signature Transformers for Deep Hedging
Anh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan M Tran, Jaesik Choi
4th ACM International Conference on AI in Finance   ·   2023   ·  
Global Contrastive Learning for Long-Tailed Classification
Global Contrastive Learning for Long-Tailed Classification
Thong Bach, Anh Tong, Truong Hy Son, Vu Nguyen, Thanh Nguyen-Tang
Transactions on Machine Learning Research (TMLR)   ·   2023   ·  
Roles of ambient temperature and relative humidity on the relationship between fine particulate matter and gaseous pollutants in the largest industrial city of Ulsan, South Korea
Roles of ambient temperature and relative humidity on the relationship between fine particulate matter and gaseous pollutants in the largest industrial city of Ulsan, South Korea
Tien Van Do, Quang Tran Vuong, Anh Tong, Chang-Keun Song, Sung-Deuk Choi
Environmental Science and Pollution Research   ·   2023   ·  

2022

Learning fractional white noises in neural stochastic differential equations
Learning fractional white noises in neural stochastic differential equations
Anh Tong, Thanh Nguyen-Tang, Toan Tran, Jaesik Choi
Advances in Neural Information Processing Systems (NeurIPS)   ·   2022   ·  

2021

Characterizing Deep Gaussian Processes via Nonlinear Recurrence Systems
Characterizing Deep Gaussian Processes via Nonlinear Recurrence Systems
Anh Tong, Jaesik Choi
AAAI Conference on Artificial Intelligence (AAAI)   ·   2021   ·  
Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior
Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior
Anh Tong, Toan Tran, Hung Bui, Jaesik Choi
AAAI Conference on Artificial Intelligence (AAAI)   ·   2021   ·  

2019

Discovering Latent Covariance Structures for Multiple Time Series
Discovering Latent Covariance Structures for Multiple Time Series
Anh Tong, Jaesik Choi
International Conference on Machine Learning (ICML)   ·   2019   ·  
Confirmatory Bayesian online change point detection in the covariance structure of Gaussian processes
Confirmatory Bayesian online change point detection in the covariance structure of Gaussian processes
Jiyeon Han, Kyowoon Lee, Anh Tong, Jaesik Choi
International Joint Conference on Artificial Intelligence (IJCAI)   ·   2019   ·  

2016

Automatic Construction of Nonparametric Relational Regression Models for Multiple Time Series
Automatic Construction of Nonparametric Relational Regression Models for Multiple Time Series
Yunseong Hwang, Anh Tong, Jaesik Choi
International Conference on Machine Learning (ICML)   ·   2016   ·