Chen XU

Senior Lecturer of Mathematics in the Faculty of Engineering at Shenzhen MSU-BIT University (SMBU).

徐晨

深圳北理莫斯科大學(xué)工程系 高級(jí)講師，碩士生導(dǎo)師

Dr. Chen XU is dedicated to applying mathematical statistics, signal processing (including Fourier transform, and wavelet analysis), machine learning, as well as their applications in other fields. His past research topics include stochastic discount factor models, time series analysis, fund research, etc. Now he mainly works on supervised learning algorithms in applied mathematics and analyzing the convergence of reinforcement learning algorithms using probability theory, time series, and topology. He has published several papers as the first or corresponding author in top-tier journals and international conferences.

徐晨博士致力于應(yīng)用數(shù)理統(tǒng)計(jì)、信號(hào)處理（傅里葉變換、小波分析）、機(jī)器學(xué)習(xí)等方法以及它們?cè)谄渌I(lǐng)域中的應(yīng)用。以往研究課題包括隨機(jī)貼現(xiàn)因子模型、時(shí)間序列分析、基金研究等。當(dāng)前工作主要包括使用概率論、時(shí)間序列、拓?fù)涞裙ぞ邔?duì)強(qiáng)化學(xué)習(xí)算法收斂性進(jìn)行分析，以及監(jiān)督學(xué)習(xí)算法在應(yīng)用數(shù)學(xué)等領(lǐng)域的應(yīng)用研究。他以第一或通訊作者在中國(guó)數(shù)學(xué)會(huì)推薦的T1類(lèi)期刊或中國(guó)計(jì)算機(jī)學(xué)會(huì)推薦的A類(lèi)會(huì)議(CVPR)上發(fā)表論文。

Selected papers：

1. Chen Xu and Ye Zhang*, Estimating the memory parameter for possibly non-linear and non-Gaussian time series with wavelets (2022), Inverse Problems 38(3), https://doi.org/10.1088/1361-6420/ac48ca

2. Jianxun Yang, Chen Xu*, and Ye Zhang, Reconstruction of the S-Wave Velocity via Mixture Density Networks With a New Rayleigh Wave Dispersion Function (2022), IEEE Transactions on Geoscience and Remote Sensing, 60, https://doi.org/10.1109/TGRS.2022.3169236

3. Chen Xu and Ye Zhang*, Estimating Adsorption Isotherm Parameters in Chromatography via a Virtual Injection Promoting Feed-forward Neural Network (2022), Journal of Inverse and Ill-posed Problems, 30(5), https://doi.org/10.1515/jiip-2020-0121

4. Zhi Gao, Chen Xu*, Feng Li, Yunde Jia, Mehrtash Harandi, Yuwei Wu*, Exploring Data Geometry for Continual Learning, The IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR 2023)

5. Elizabeth Ann Housworth, Todd B. Walker*, and Chen Xu, Structural asset pricing theory with wavelets (2019), Quantitative Finance, 19(10), https://doi.org/10.1080/14697688.2019.1594350