Preprints and papers | 2019

Preprints and papers | 2019

Patric Bonnier, Patrick Kidger, Imanol Pérez Arribas, Cristopher Salvi and Terry Lyons
Deep Signature Transforms
Advances in Neural Information Processing Systems (NeurIPS 2019), vol. 32, pp. 3082–3092 (10 Dec 2019)   ORA


Paul Moore, Terry Lyons and John Gallacher
Using path signatures to predict a diagnosis of Alzheimer’s disease
PLoS ONE 14(9): e0222212 (19 Sep 2019)   DOI   ORA


Bo Wang, Maria Liakata, Hao Ni, Terry Lyons, Alejo Nevado-Holgado and Kate Saunders
A Path Signature Approach for Speech Emotion Recognition
International Speech Communication Association 2019, pp. 1661–1665 (15 Sep 2019)   DOI   ORA


Shujian LiaoTerry LyonsWeixin Yang and Hao Ni
Learning stochastic differential equations using RNN with log signature features
arXiv:1908.08286 (22 Aug 2019)


Samuel N Cohen, Martin NA Tegnér and Johannes Wiesel
Bounding quantiles of Wasserstein distance between true and empirical measure
arXiv:1907.02006 (3 Jul 2019)


Andrew L Allan and Samuel N Cohen
Parameter Uncertainty in the Kalman-Bucy Filter
SIAM Journal on Control and Optimization, 57(3), pp. 1646–1671 (16 May 2019)   DOI   ORA


Terry Lyons, Sina Nejad and Imanol Pérez Arribas
Nonparametric pricing and hedging of exotic derivatives
arXiv:1905.00711 (2 May 2019)


Kevin Schlegel
When is there a representer theorem? Nondifferentiable Regularisers and Banach spaces
Journal of Global Optimization, vol. 74, pp. 401–415 (8 Apr 2019)   DOI


Paul Moore, Terry Lyons and John Gallacher
Random forest prediction of Alzheimer’s disease using pairwise selection from time series data
Alzheimer’s Disease Neuroimaging Initiative
PLoS ONE 14(2): e0211558 (14 Feb 2019)   DOI   ORA


Franz J Király and Harald Oberhauser
Kernels for sequentially ordered data
Journal of Machine Learning Research, vol.20(31), pp. 1−45 (4 Feb 2019)   ORA


Samuel N Cohen, Timo Henckel, Gordon D Menzies, Johannes Muhle-Karbe and Daniel J Zizzo
Switching cost models as hypothesis tests
Economics Letters, vol. 175, pp. 32-35 (Feb 2019)   DOI   ORA


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