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A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.

Pages

Posts

Notes on NLP

38 minute read

Published:

Comprehensive study notes covering foundational NLP methods from classical n-gram language models and HMMs through neural architectures including word embeddings, RNNs, and attention mechanisms.

Notes on Reinforcement Learning

12 minute read

Published:

Comprehensive study notes organized by lecture topic (MDPs, planning/control, policy optimization, exploration, and imitation learning). Work In Progress.

Study Notes on Neuroscience

2 minute read

Published:

My study notes on neuroscience, starting from molecular mechanisms and neural circuits to cognitive functions, brain disorders, and the intersection with artificial intelligence. Work In Progress.

NeuroSymbolic AI - What, Why, and How?

17 minute read

Published:

I’ve been hearing the term NeuroSymbolic AI a lot these days, but really - What is it? Why was it invented? How do we use it?

portfolio

Cold Diffusion

Published:

Re-implementation of cold diffusion model for image restoration

Exam Review Bot

Published:

A custom hybrid RAG-based chatbot for exam preparation

InkSight AI

Published:

AI-driven accessible note-taking platform for STEM students with disabilities WIP

InkSight DataLabeler

Published:

A multimodal STEM lecture video dataset and annotation platform for AI-assisted accessibility WIP

LeadGen.AI

Published:

AI-powered B2B lead generation and automated outreach platform

publications

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

Published in The Joint Mathematics Meeting, 2024

This paper formulates and derives new parabolic partial differential equations using stochastic differential equations, replicating portfolio theory, and risk-neutral pricing to model time-varying volatility, equity premium, and interest rates.

Recommended citation: Nicole Hao, Echo Li, Diep Luong-Le. (2024). "Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates." The Joint Mathematics Meeting.
Download Paper

Detecting and Classifying Solar Flares in High-Resolution Solar Spectra using Supervised Machine Learning

Published in The Astrophysical Journal, 2024

This paper presents a novel, standardized procedure for classifying solar flares using supervised machine learning, with implications for both solar physics and exoplanet research.

Recommended citation: Nicole Hao, Laura Flagg, Ray Jayawardhana. (2024). "Detecting and Classifying Solar Flares in High-Resolution Solar Spectra using Supervised Machine Learning." The Astrophysical Journal.
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Quantitative Sobolev Approximation Bounds for Neural Operators with Empirical Validation on Burgers’ Equation

Machine Learning: Science and Technology (In Submission), 2025

This paper derives a complexity-error scaling law in Sobolev norms and validates it empirically with Fourier Neural Operators.

Recommended citation: Nicole Hao. (2025). "Quantitative Sobolev Approximation Bounds for Neural Operators with Empirical Validation on Burgers Equation." In submission to Mach. Learn.: Sci. DOI: 10.13140/RG.2.2.32739.62248
Download Paper

talks

Solar Flare Classification using Machine Learning

Published:

Presented research on detecting and classifying solar flares in high-resolution solar spectra using supervised machine learning techniques. Discussed the development of a full data pipeline including PCA dimensionality reduction and SVC model optimization.

Financial Mathematics: Stochastic Models for Option Pricing

Published:

Presented summer research on stochastic partial differential equations and numerical methods for option pricing. Discussed the implementation of finite difference schemes (Forward Euler, Backward Euler, Crank-Nicolson) and their application to pricing European and barrier options.

Option Pricing with Stochastic Volatility

Published:

Presented research on stochastic partial differential equations for option pricing. Selected from 250+ applicants and 60+ presenters for this recognition.

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

Published:

Presented research on formulating and deriving new parabolic partial differential equations using stochastic differential equations, replicating portfolio theory, and risk-neutral pricing to model time-varying volatility, equity premium, and interest rates in a complete market. Implemented finite difference schemes in MATLAB for European and barrier option pricing.

InkSight: Inspiring All Learners using AI

Published:

Presented InkSight AI, an AI-driven accessible note-taking platform for STEM students with disabilities, at the 2024 Cornell Tech Entrepreneurship Showcase. The presentation highlighted how InkSight uses AI to improve lecture accessibility for blind/low-vision, hard-of-hearing, and neurodivergent learners; market opportunities, and more. I also connected with investors and industry executives at the event for fundraising.

teaching

Programming & Mathematics Tutor

Volunteer Teaching, GoPeer, 2021

Tutored mathematics and programming to K-12 students from low-income families. Provided personalized one-on-one instruction covering topics from basic arithmetic to calculus, as well as introductory computer science concepts. Focused on making STEM education accessible to underrepresented students.

Python Tutor

Volunteer Teaching, Coding4Youth, 2024

Teaching Python programming to K-12 students. Focus on building foundational programming skills and computational thinking through interactive lessons and hands-on projects.