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)
A structure theorem for streamed information
Salvi, C Diehl, J Lyons, T Preiss, R Reizenstein, J (30 Nov 2022)
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
ImageSig: A signature transform for ultra-lightweight image recognition
Ibrahim, M Lyons, T (13 May 2022)
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