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个人简介

马淑敏博士于复旦大学数学系获得数学专业学士学位,随后于香港中文大学系统工程与工程管理学系获得金融工程博士学位。在加入UIC之前,她曾以研究学者身份访问哥伦比亚大学商学院DRO系,之后在香港城市大学数据科学学院从事博士后研究。她的研究课题涵盖数据驱动的金融科技模型,鲁棒优化,金融风险管理及机器学习算法。 马淑敏博士有着丰富的与业界合作的经历,包括在滴滴机器学习研究院参与研究设计共享出行的匹配算法、参与腾讯金融科技组智能投顾项目的模型设计及算法研发、以及与京东数科共同合作的极端情况下的信用风险分析。

研究领域

数据驱动下的金融科技模型、鲁棒优化、金融风险管理及机器学习算法

近期论文

查看导师最新文章 (温馨提示:请注意重名现象,建议点开原文通过作者单位确认)

"Self-supervised Random Forest on Transformed Distribution for Anomaly Detection", with J.B. Liu, H.Y. Hang, X. Shen, H.D. Wang, and Y. Shi. Minor revision under IEEE Transactions on Neural Networks and Learning Systems. "Deep into The Domain Shift: Transfer Learning through Dependence Regularization", with Z.R. Yuan, Q. Wu, Y.Y. Huang, X.X. Hu, C. H. Leung, D. D. Wang, and Z. X. Huang. IEEE Transactions on Neural Networks and Learning Systems (forthcoming). “Jointly Learning Text Alignment and Abstractive Summarization for Long Documents via Unbalanced Optimal Transport”, with X. Shen, W. Lam and H.D. Wang. Natural Language Engineering (forthcoming). “Towards Balanced Representation Learning for Credit Policy Evaluation”, with Y.Y. Huang, C.H. Leung, Z.R. Yuan, Q. Wu, and S.Y. Wang. The 26th International Conference on Artificial Intelligence and Statistics (AISTATS 2023). “A Unified Domain Adaptation Framework with Distinctive Divergence Analysis”, with Z.R. Yuan, X.X. Hu, Q. Wu, C.H. Leung, X. Shen and Y.Y. Huang. Transactions on Machine Learning Research (2022). “Moderately-Balanced Representation Learning for Treatment Effects with Orthogonality Information”, with Y.Y. Huang and C.H. Leung. The 19th Pacific Rim International Conference on Artificial Intelligence (PRICAI 2022). “Robust Causal Learning for the Estimation of Average Treatment Effects”, with Y.Y. Huang, C.H. Leung, Q. Wu and X. Yan. The 2022 International Joint Conference on Neural Networks (IJCNN 2022). “Understanding Distributional Ambiguity via Non-robust Chance Constraint”, with C.H. Leung, Q. Wu, W. Liu and N.B. Peng. Proceedings of the 2020 ACM International Conference on AI in Finance (ICAIF 2020). “Efficient Incentives via Supply Re-Usability", with Q. Wu, woking paper.

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