Yuming Ma

Zhiguang Zhou, Ruiqi Yu, Yuming Ma et al.

Massive Open Online Courses (MOOCs) make high-quality instruction accessible. However, the lack of face-to-face interaction makes it difficult for instructors to obtain feedback on learners' performance and provide more effective instructional guidance. Traditional analytical approaches, such as clickstream logs or quiz scores, capture only coarse-grained learning outcomes and offer limited insight into learners' moment-to-moment cognitive states. In this study, we propose COIVis, an eye tracking-based visual analytics system that supports concept-level exploration of learning processes in MOOC videos. COIVis first extracts course concepts from multimodal video content and aligns them with the temporal structure and screen space of the lecture, defining Concepts of Interest (COIs), which anchor abstract concepts to specific spatiotemporal regions. Learners' gaze trajectories are transformed into COI sequences, and five interpretable learner-state features -- Attention, Cognitive Load, Interest, Preference, and Synchronicity -- are computed at the COI level based on eye tracking metrics. Building on these representations, COIVis provides a narrative, multi-view visualization enabling instructors to move from cohort-level overviews to individual learning paths, quickly locate problematic concepts, and compare diverse learning strategies. We evaluate COIVis through two case studies and in-depth user-feedback interviews. The results demonstrate that COIVis effectively provides instructors with valuable insights into the consistency and anomalies of learners' learning patterns, thereby supporting timely and personalized interventions for learners and optimizing instructional design.

Yuming Ma

Extending Buehler et al.'s 2019 Deep Hedging paradigm, we innovatively employ deep neural networks to parameterize convex-risk minimization (CVaR/ES) for the portfolio tail-risk hedging problem. Through comprehensive numerical experiments on crisis-era bootstrap market simulators -- customizable with transaction costs, risk budgets, liquidity constraints, and market impact -- our end-to-end framework not only achieves significant one-day 99% CVaR reduction but also yields practical insights into friction-aware strategy adaptation, demonstrating robustness and operational viability in realistic markets.

Syoiti Ninomiya, Yuming Ma

A new deep-learning neural network architecture based on high-order weak approximation algorithms for stochastic differential equations (SDEs) is proposed. The architecture enables the efficient learning of martingales by deep learning models. The behaviour of deep neural networks based on this architecture, when applied to the problem of pricing financial derivatives, is also examined. The core of this new architecture lies in the high-order weak approximation algorithms of the explicit Runge--Kutta type, wherein the approximation is realised solely through iterative compositions and linear combinations of vector fields of the target SDEs.