Optimal execution with rough path signatures
Kalsi, J
Lyons, T
Arribas, I
(02 May 2019)
doi:10.48550/arxiv.1905.00728
Nonparametric pricing and hedging of exotic derivatives
Lyons, T
Nejad, S
Arribas, I
(02 May 2019)
doi:10.48550/arxiv.1905.00711
Numerical method for model-free pricing of exotic derivatives using rough path signatures
Lyons, T
Nejad, S
Arribas, I
(05 May 2019)
doi:10.48550/arxiv.1905.01720
Efficient and Accurate Gradients for Neural SDEs
Kidger, P
Foster, J
Li, X
Lyons, T
(27 May 2021)
doi:10.48550/arxiv.2105.13493
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)
https://arxiv.org/abs/1610.02616v2
ImageSig: A signature transform for ultra-lightweight image recognition
Ibrahim, M
Lyons, T
(13 May 2022)
doi:10.48550/arxiv.2205.06929
New directions in the applications of rough path theory
Fermanian, A
Lyons, T
Morrill, J
Salvi, C
(09 Feb 2023)
doi:10.48550/arxiv.2302.04586
Using path signatures to predict a diagnosis of Alzheimer's disease
Moore, P
Gallacher, J
Lyons, T
(16 Aug 2018)
doi:10.48550/arxiv.1808.05865
Neural Controlled Differential Equations for Irregular Time Series
Kidger, P
Morrill, J
Foster, J
Lyons, T
(18 May 2020)
doi:10.48550/arxiv.2005.08926
Random forest prediction of Alzheimer's disease using pairwise selection from time series data
Moore, P
Lyons, T
Gallacher, J
(09 Aug 2018)
doi:10.48550/arxiv.1808.03273