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工程系 高級講師，碩士生導師
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.
徐晨博士致力于應用數理統計、信號處理（傅里葉變換、小波分析）、機器學習等方法以及它們在其他領域中的應用。以往研究課題包括隨機貼現因子模型、時間序列分析、基金研究等。當前工作主要包括使用概率論、時間序列、拓撲等工具對強化學習算法收斂性進行分析，以及監督學習算法在應用數學等領域的應用研究。他以第一或通訊作者在中國數學會推薦的T1類期刊或中國計算機學會推薦的A類會議(CVPR)上發表論文。
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
