Preprints and papers | 2025
Preprints and papers | 2025
Thomas Cass, Francesco Piatti, Jeffrey Pei
Numerical Schemes for Signature Kernels
SIAM Journal on Numerical Analysis (2025) DOI
Andraž Jelinčič, JiaJie Tao, Will Turner, Thomas Cass, James Foster, Hao Ni
Generative Modeling of Lévy Area for High Order SDE Simulation
SIAM Journal on Mathematics of Data Science (2025) DOI
Siran Li, Hao Ni, Qianyu Zhu
Small mass limit of expected signature for physical Brownian motion
Accepted at Annales de l’Institut Henri Poincaré (2025) DOI
Bowen Fang, Hao Ni, Yue Wu
A Neural RDE-based model for solving path-dependent PDEs
Accepted by the conference proceedings SAAT 2025. Stochastic Analysis and Applications 2025: In Honour of Terry Lyons
Francesco Piatti, Thomas Cass, Will Turner
Random Controlled Differential Equations
arXiv:2512.23670 (29 Dec 2025) DOI
Yihao Ang, Yifan Bao, Lei Jiang, JiaJie Tao, Anthony K.H. Tung, Lukasz Szpruch, Hao Ni
Structured Agentic Workflows for Financial Time-Series Modeling with LLMs and Reflective Feedback
The 6th ACM International conference on AI in Finance (ICAIF2025) (6 Dec 2025) DOI
Torben Berndt, Ben Walker, Teixin Qin, Jan Stühmer, Andrey Kormilitzin
Permutation Equivariant Neural Controlled Differential Equations for Dynamic Graph Representation Learning
NeurIPS 2025 Conference (3 Dec 2025) DOI
Ioannis Gasteratos, Antoine Jacquier, Maud Lemercier, Terry Lyons, Cristopher Salvi
Novelty detection on path space
arXiv:2512.03243v1 (2 Dec 2025) DOI
Louis J. M. Aslett, ..., Samuel Cohen, Terry Lyons, Sam Morley
DECOVID: A UK Two-Center Harmonized Database of Acute Care Electronic Health Records for COVID-19 Research
Data (24 Nov 2025) DOI
Eghbal Rahimikia, Hao Ni, Weiguan Wang
Re(Visiting) Time Series Foundation Models in Finance
arXiv:2511.18578 (23 Nov 2025) DOI
Maud Lemercier, Paola Arrubarrena, Salvatore Di Giorgio, Julia Brettschneider, Thomas Cass, Isabel S. Naarmann-de Vries, Anastasia Papavasiliou, Alessia Ruggieri, Irem Tellioglu, Chia Ching Wu, F. Nina Papavasiliou, Terry Lyons
Path Signatures Enable Model-Free Mapping of RNA Modifications
arXiv:2511.08855 (12 Nov 2025) DOI
Tianlong Feng, Qingchen Li, Yuanyuan Zhang, Yongzhi Liao, Di Lu, Liping Wang, Jianqin Zhao, Lei Jiang, Hao Ni, Hongying Liu, Jingjing Deng
PathFusion-Net: A Rough Path Theory-Based Deep Learning Model for ECG Arrhythmia Classification
IEEE Journal of Biomedical and Health Informatics (6 Nov 2025) DOI
Nikita Zozoulenko, Thomas Cass, Lukas Gonon
Infinite-dimensional Mahalanobis distance with applications to kernelized novelty detection
Journal of Machine Learning Research (1 Nov 2025) DOI
Teixin Qin, Ben Walker, Terry Lyons, Hong Yan, Haoliang Li
Learning Dynamic Graph Embeddings with Neural Controlled Differential Equations
IEEE Transactions on Pattern Analysis and Machine Intelligence (3 Oct 2025) DOI
Ben Walker, Lingyi Yang, Nicola Muça Cirone, Cristopher Salvi, Terry Lyons
Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models
Accepted at NeurIPS 2025 as a spotlight (18 Sep 2025) DOI
Yilin Shi, Lei Jiang, Hao Ni, Lianwen Jin
DevInSight: Weaving Path Development into Online Signature Verification
The 19th International Conference on document analysis and recognition (ICDAR) (16 Sep 2025) DOI
Lei Jiang, Wen Ge, Niels Cariou Kotlarek, Mingxuan Yi, Po-Yu Chen, Lingyi Yang, Francois Buet-Golfouse, Gaurav Mittal, Hao Ni
Sig-DEG for Distillation: Making Diffusion Models Faster and Lighter
arXiv:2508.16939 (23 Aug 2025) DOI
Samuel Crew, Cristopher Salvi, Will Turner, Thomas Cass, Antoine Jacquier
Quantum Path Signatures
arXiv:2508.05103 (7 Aug 2025) DOI
Nikita Zozoulenko, Thomas Cass, Lukas Gonon
Random Feature Representation Boosting
Proceedings of the 42nd International Conference on Machine Learning (ICML,2025) (13-19 July 2025) DOI
Dan Crisan, Ilya Chevyrev, Thomas Cass, James Foster, Christian Litterer, Cristopher Salvi
A Canonical Signature-Based Feature Set for Multivariate Time Series Classification
Accepted at Stochastic Analysis and Applications 2025: In Honour of Terry Lyons (SAAT 2025) (6 June 2025) DOI
Zheyan Li, Yuantu Zhu, Hao Ni, Siran Li, Bingguang Chen, Qi Meng
SPDEBench: An Extensive Benchmark for Learning Regular and Singular Stochastic PDEs
arXiv:2505.18511 (24 May 2025) DOI
Ben Walker, Lingyi Yang, Nicola Muça Cirone, Cristopher Salvi, Terry Lyons
Structured Linear CDEs: Maximally Expressive and Parallel-in-Time Sequence Models
arXiv:2505.17761v1 (23 May 2025) DOI
Thomas Cass, Christa Cuchiero, Peter Friz
Directions in Rough Analysis
Oberwolfach Reports (19 May 2025) DOI
Csaba Toth, Harald Oberhauser, Zoltan Szabo
Random Fourier Signature Features
SIAM Journal on Mathematics of Data Science (7 Mar 2025) DOI
Terry Lyons, Andrew D. McLeod
Higher Order Lipschitz Sandwich Theorems
Journal of the London Mathematical Society (7 Mar 2025) DOI
Chad Giusti, Darrick Lee, Vidit Nanda and Harald Oberhauser
A Topological Approach to Mapping Space Signatures
Advances in Applied Mathematics (Feb 2025) DOI
Terry Lyons, Andrew D. McLeod
Signature Methods in Machine Learning
EMS Surveys in Mathematical Science (19 Feb 2025) DOI
Jiajia Tang, Jie Zhang, Yang Li, Yongzhi Hu, Doudou He, Hao Ni, Jiulou Zhang, Feiyun Wu, Yuxia Tang, Shouju Wang
Interpretable Radiomics Model Predicts Nanomedicine Tumor Accumulation Using Routine Medical Imaging
ADVANCED MATERIALS (7 Feb 2025) DOI
Mohamed R. Ibrahim, Terry Lyons,
Transforming CCTV cameras into NO2 sensors at city scale for adaptive policymaking
Scientific Reports (29 Jan 2025) DOI
Georg Manten, Cecilia Casolo, Emilio Rossi Ferrucci, Søren Wengel Mogensen, Cristopher Salvi, Niki Kilbertus
Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes
Accepted at ICLR (22 Jan 2025) DOI
Tiexin Qin, Mengxu Zhu, Chunyang Li, Terry Lyons, Hong Yan, Haoliang Li
Deep Signature: Characterization of Large-Scale Molecular Dynamics
13th International Conference on Learning Representations ICLR 2025 (1 Jan 2025)
