Seminar series
Date
Fri, 17 Jun 2016
Time
13:00 -
14:30
Location
L3
Speaker
Harald Oberhauser
Organisation
Oxford University SAG
Mining massive amounts of sequentially ordered data and inferring structural properties is nowadays a standard task (in finance, etc). I will present some results that combine and extend ideas from rough paths and machine learning that allow to give a general non-parametric approach with strong theoretical guarantees. Joint works with F. Kiraly and T. Lyons.