Ting Gao

Professors:Ting Gao

Name:Ting Gao
Title:Associate Professor
Whatever you
Educational background:
Illinois Institute of Technology Ph.D., Applied Math Aug. 2010 – May. 2015
Southwest University M.S., Mathematical Biology, Sep. 2007 – Jul. 2010
Southwest University B.S., Mathematics Sep. 2003 – Jul. 2007
Work experience:
MZ Senior Data Scientist/Tech Lead, 2015.02 - 2018.12
Twitter Senior ML Engineer, 2018.12 - 2020.12
Research fields:
Stochastic Dynamical System; Deep Reinforcement Learning; Privacy Preserving Computing.
Scientific achievements:
H. Huang, T. Gao, Y. Gui, J. Guo, P. Zhang, Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization, submitted, 2023. arXiv:2301.09297. submitted.
L. Yang, T. Gao, M. Dai, Y. Lu, W. Wei, J. Duan, Meta contrastive label correction for financial time series, arXiv:2303.08103 submitted.
L. Yang, T. Gao, Y. Lu, J. Duan, T. Liu, Neural network stochastic differential equation models with applications to financial data forecasting, Applied Mathematical Modelling 115, 279-299, 2023.
W. Wei, T. Gao, X. Chen, J. Duan, An Optimal Control Method to Compute the Most Likely Transition Path for Stochastic Dynamical Systems with Jumps, Chaos, 32, 051102, 2022. 
C. Fang, Y. Lu, T. Gao and J. Duan, An end-to-end deep learning approach for extracting stochastic dynamical systems with α-stable L´evy noise, Chaos, 32, 063112, 2022. 
Ting Gao, J. Duan, X. Kan, Z.Cheng, Dynamical inference for transitions in stochastic systems with alpha-stable Levy noise. J Phys A-Math Theor. Vol.49(29), 2016.

 Ting Gao, J. Duan, X. Li, Fokker-Planck Equations for Stochastic Dynamical Systems with Symmetric Levy motions. Appl. Math Comput. Vol.278, (2016) 1-20.
 Ting Gao, J. Duan, X. Li, R. Song, Mean exit time and escape probability for dynamical systems driven by Levy noise. SIAM J. Sci. Computing. SIAM J. Sci. Computing . Vol. 36, No. 3, pp. A887-A906, 2014.

Welcome to join in our research lab on Quantitative Finance, Brain Science and Privacy Computing!!!