Learning Dynamic Graph Embeddings with Neural Controlled Differential
Equations
 Qin, T Walker, B Lyons, T Yan, H Li, H (22 Feb 2023) http://arxiv.org/abs/2302.11354v1
Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder
 Biyong, J Wang, B Lyons, T Nevado-Holgado, A (10 Oct 2020)
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)
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)
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