Neural rough differential equations for long time series
Morrill, J
Salvi, C
Kidger, P
Foster, J
Lyons, T
(17 Sep 2020)
SK-Tree: a systematic malware detection algorithm on streaming trees via the signature kernel
Cochrane, T
Foster, P
Chhabra, V
Lemercier, M
Lyons, T
Salvi, C
(16 Feb 2021)
Logsig-RNN: a novel network for robust and efficient skeleton-based
action recognition
Liao, S
Lyons, T
Yang, W
Schlegel, K
Ni, H
(25 Oct 2021)
http://arxiv.org/abs/2110.13008v2
action recognition
A structure theorem for streamed information
Salvi, C
Diehl, J
Lyons, T
Preiss, R
Reizenstein, J
(30 Nov 2022)
The insertion method to invert the signature of a path
Fermanian, A
Chang, J
Lyons, T
Biau, G
(04 Apr 2023)
http://arxiv.org/abs/2304.01862v3
Optimal execution with rough path signatures
Kalsi, J
Lyons, T
Arribas, I
(02 May 2019)
Nonparametric pricing and hedging of exotic derivatives
Lyons, T
Nejad, S
Arribas, I
(02 May 2019)
Numerical method for model-free pricing of exotic derivatives using rough path signatures
Lyons, T
Nejad, S
Arribas, I
(05 May 2019)
Efficient and Accurate Gradients for Neural SDEs
Kidger, P
Foster, J
Li, X
Lyons, T
(27 May 2021)
Learning Spatial-Semantic Context with Fully Convolutional Recurrent
Network for Online Handwritten Chinese Text Recognition
Xie, Z
Sun, Z
Jin, L
Ni, H
Lyons, T
(09 Oct 2016)
http://arxiv.org/abs/1610.02616v2
Network for Online Handwritten Chinese Text Recognition