Patric Bonnier
Status:
Postgraduate Student
+44 1865 615173
Research groups:
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests:
Rough Paths, Signature methods in machine learning
Teaching:
- HT19: B8.3 Mathematical Models of Financial Derivatives (TA)
-
MT18: B8.1 Probability, Measure and Martingales (TA)
Prizes, awards, and scholarships:
Ioan and Rosemary James Scholarship (St John's college, Oxford)
Jennings Prize (Wolfson college, Cambridge)
Major / recent publications:
Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes
Patric Bonnier and Harald Oberhauser, 2019.
arXiv:1908.06496
Deep Signature Transforms
Patric Bonnier, Patrick Kidger, Imanol Perez Arribas, Cristopher Salvi and Terry Lyons.
33rd Conference on Neural Information Processing Systems, NeurIPS 2019.
https://papers.nips.cc/paper/8574-deep-signature-transforms