Publications

2023

  1. ICAIF
    SigFormer: Signature Transformers for Deep Hedging
    Anh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan Tran, and Jaesik Choi
    4th ACM International Conference on AI in Finance 2023
    PDF Code
  2. ESPR
    Roles of ambient temperature and relative humidity on the relationship between fine particulate matter and gaseous pollutants in the largest industrial city of Ulsan, South Korea
    Tien Van Do, Quang Tran Vuong, Anh Tong, and Sung-Deuk Choi
    Environmental Science and Pollution Research 2023
    PDF
  3. TMLR
    Long-Tailed Visual Recognition with Global Contrastive Learning and Prototype Learning
    Thong Bach, Anh Tong, Truong Son Hy, Vu Nguyen, and Thanh Nguyen-Tang
    TMLR 2023
    PDF

2022

  1. NeurIPS
    Learning Fractional White Noises in Neural Stochastic Differential Equations
    Anh Tong, Thanh Nguyen-Tang, Toan Tran, and Jaesik Choi
    NeurIPS 2022
    PDF Code

2021

  1. AAAI
    Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior
    Anh Tong, Toan Tran, Hung Bui, and Jaesik Choi
    AAAI Conference on Artificial Intelligence (AAAI) 2021
    PDF
  2. AAAI
    Characterized Deep Gaussian Processes via Nonlinear Recurrence Systems
    Anh Tong, and Jaesik Choi
    AAAI Conference on Artificial Intelligence (AAAI) 2021
    PDF

2019

  1. ICML
    Discovering Latent Covariance Structures for Multiple Time Series
    Anh Tong, and Jaesik Choi
    In Proceedings of the 36th International Conference on Machine Learning (ICML) 2019
    PDF
  2. ICML Workshop
    Explain pathology in Deep Gaussian Process using Chaos Theory
    Anh Tong, and Jaesik Choi
    ICML 2019 Workshop on Theoretical Physics for Deep Learning 2019
    PDF
  3. IJCAI
    Confirmatory Bayesian Online Change Point Detection in the Covariance Structure of Gaussian Processes
    Jiyeon Han, Kyowoon Lee, Anh Tong, and Jaesik Choi
    International Joint Conference on Artificial Intelligence (IJCAI) 2019
    PDF

2016

  1. StarAI
    Automatic Generation of Probabilistic Programming from Time Series Data
    Anh Tong, and Jaesik Choi
    International Workshop on Statistical Relational AI (StarAI) 2016
    PDF
  2. ICML
    Automatic Construction of Nonparametric Relational Regression Models for Multiple Time Series
    Yunseong Hwang, Anh Tong, and Jaesik Choi
    In Proceedings of the 33nd International Conference on Machine Learning (ICML) 2016
    PDF