Songyan Hou

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Hi, I am Songyan Hou, a PhD student of Beatrice Acciaio and Patrick Cheridito at ETH since September 2021. Before, I completed my master thesis at ETH focusing on machine learning and mathematical finance supervised by Josef Teichmann.

My current research interests are mainly on Mathematical Finance and Machine Learning. I am interested in exploring models describing the financial world and analyzing these stochastic models. Recently, I am working on applications of optimal transport in mathematical finance and machine learning.

Announcements

Apr 08, 2024 Convergence of Adapted Empirical Measures on \(\mathbb{R}^{d}\) accepted in Annals of Applied Probability.

Selected Publications

  1. JMLR
    Instance-dependent generalization bounds via optimal transport
    Songyan Hou , Parnian Kassraie , Anastasis Kratsios , and 2 more authors
    Journal of Machine Learning Research, 2023
    PDF
  2. arXiv
    Convergence of Adapted Empirical Measures on \(R^d \)
    Beatrice Acciaio , and Songyan Hou
    arXiv preprint arXiv:2211.10162, 2022
    PDF
  3. arXiv
    Convergence of the Adapted Smoothed Empirical Measures
    Songyan Hou
    arXiv preprint arXiv:2401.14883, 2024
    PDF