Zihan Su
Zihan (Nick) Su
苏梓涵
Nottingham, UK | email | scholar | github | blog
To be awake is to be alive.

Introduction

👋 Nice to meet you! I am a final-year undergraduate student at The University of Nottingham. I am working with Ziheng Chen (University of Trento) and advised by Nicu Sebe. We are exploring hyperbolic-geometry foundation models. My interests include LLMs, AI Agents, and next-generation algorithmic frameworks.

💬 Wellcome all discussions and potential collaborations.

Education

🎓 BSc in Statistics @ University of Nottingham
2022 – 2026

Selected Publications

Proper Velocity Neural Networks
📄 Proper Velocity Neural Networks
ICLR 2026 — Ziheng Chen, Zihan Su, Bernhard Schölkopf, Nicu Sebe
Abstract: Hyperbolic neural networks (HNNs) have shown remarkable success in representing hierarchical and tree-like structures, yet most existing work relies on the Poincaré ball and hyperboloid models. While these models admit closed-form Riemannian operators, their constrained nature potentially leads to numerical instabilities, especially near model boundaries. In this work, we explore the Proper Velocity (PV) manifold, an unconstrained representation of hyperbolic space rooted in Einstein’s special relativity, as a stable alternative. We first establish the complete Riemannian toolkit of the PV space. Building on this foundation, we introduce Proper Velocity Neural Networks (PVNNs) with core layers including Multinomial Logistic Regression (MLR), Fully Connected (FC), convolutional, activation, and batch normalization layers. Extensive experiments across four domains, namely numerical stability, graph node classification, image classification, and genomic sequence learning, demonstrate the stability and effectiveness of PVNNs.
[openreview]
Credit Risk Analysis
📄 Transforming Credit Risk Analysis: A Time-Series-Driven ResE-BiLSTM Framework for Post-Loan Default Detection
Information (2026) — Yue Yang, Yuxiang Lin, Ying Zhang, Zihan Su, Chang Chuan Goh, Tang Fang, Anthony Bellotti, Boon Giin Lee
Abstract: We propose a time-series-driven ResE-BiLSTM framework for post-loan default detection, improving credit risk analysis by modeling temporal dynamics and enhancing classification robustness.
[mdpi]

Research Experience

Apr 2025 – Aug 2025
🔬 Research Assistant @ Smart Healthcare Lab, University of Nottingham
Jan 2024 – Apr 2024

Industry Experience

💼 Intern @ China Construction Bank
Jun 2024 – Aug 2024