A rough path between mathematics and data science : All Pages

• Copyright
• Picture Credits
• Privacy Statement
• Accessibility Statement
• Oxford Mosaic Accessibility Statement
• Oxford Mosaic Privacy Statement
• Applications
• Terry Lyons
• Imanol Perez Arribas
• Cris Salvi
• Robert Calderbank
• Marta Sanz Sole
• Thomas Cass
• The Team
• Hao Ni
• Harald Oberhauser
• John Greenlees
• Dan Crisan
• Ben Graham
• Matthew Mattina
• Andrew Blake
• Simon Lovestone
• Richard Craster
• Michael Garrett
• Weixin Yang
• Paul Moore
• Anna Seigal
• Saumitra Mishra
• Kevin Schlegel
• Yue Wu
• Bo Wang
• James Foster
• James Morrill
• Patrick Kidger
• Patric Bonnier
• Nikolas Tapia
• What's on
• James Michael Leahy
• Lukasz Szpruch
• Weijun Xu
• Adeline Fermanian
• Jing Dong
• Weinan E
• Emilio Rossi Ferrucci
• Remy Messadene
• Hang Lou
• Shujian Liao
• Baoren Xiao
• Peter Foster
• Past presentations
• Danyu Yang
• About us
• Current vacancies
• Contact us
• Advisory Board
• Csaba Toth
• Marc Sabate Vidales
• Maud Lemercier
• Cris Salvi
• Patrick Kidger
• Patric Bonnier
• Csaba Toth
• Trisha Andrew
• Boumediene Hamzi
• James Foster
• James Morrill et al
• Anna Seigal
• Joscha Diehl
• Patrick Kidger
• Imanol Pérez Arribas
• Franck Gabriel
• Andrew McLeod
• Horatio Boedihardjo
• Carl-Johann Simon-Gabriel
• Sam Morley
• Vidit Nanda
• Terry Lyons
• Preprints and papers
• Terry Lyons, Xin Zhang, Joscha Diehl and Josef Teichmann
• Terry Lyons, Harald Oberhauser and Hao Ni
• Yue Wu
• Csaba Toth and Patric Bonnier
• Kevin Schlegel
• Jose Blanchet
• Michael Moor
• Bojan Nikolic
• Calendar
• Weixin Yang
• Lingyi Yang
• Jeremias Knoblauch
• Alumni
• Harald Oberhauser
• Samuel Cohen
• Examples
• Bo Wang
• Past events
• Terry Lyons
• Peter Foster
• Cris Salvi
• Adeline Fermanian
• Andrew McLeod
• Theodor-Mihai Iliant
• Terry Lyons
• Paul Moore
• Report 1
• Reports
• News
• Julien Mairal
• Pierre Alquier
• Xenia Miscouridou
• Professor Sir Roger Penrose OM FRS
• Professor Sir Martin Hairer KBE FRS
• ICML 2021
• Temp
• Information Extraction from Swedish Medical Prescriptions with Sig-Transformer Encoder
• Infant Cognitive Scores Prediction With Multi-stream Attention-based Temporal Path Signature Features
• OxCOVID19 Database: a multimodal data repository for better understanding the global impact of COVID-19
• Learning to Detect Bipolar Disorder and Borderline Personality Disorder with Language and Speech in Non-Clinical Interviews
• Skorohod and Rough Integration for Stochastic Differential Equations Driven by Volterra Processes
• Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
• Deriving information from missing data: implications for mood prediction
• Computing the full signature kernel as the solution of a Goursat problem
• Temp 1
• Semi-implicit Taylor schemes for stiff rough differential equations
• Distribution Regression for Continuous-Time Processes via the Expected Signature
• A Data-driven Market Simulator for Small Data Environments
• Seq2Tens: An Efficient Representation of Sequences by Low-Rank Tensor Projections
• Conditional Sig-Wasserstein GANs for Time Series Generation
• Jack Parker-Holder
• A signature-based machine learning model for distinguishing bipolar disorder and borderline personality disorder
• Random forest prediction of Alzheimer’s disease using pairwise selection from time series data Alzheimer’s Disease Neuroimaging Initiative
• ε-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
• Nonparametric pricing and hedging of exotic derivatives
• Optimal execution with rough path signatures
• Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
• Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes
• Terry Lyons
• Csaba Toth
• Xingcheng Xu
• Maud Lemercier
• Adeline Fermanian
• Yue Wu
• Emilio Rossi-Ferrucci
• Darrick Lee
• Xi Geng
• Josef Teichmann
• Terry Lyons
• Ayush Bharti
• Peter Foster
• Sam Morley
• Sina Alemohammad
• INI Newton Gateway to Mathematics in partnership with DataSıg
• Research Associate, Human Mobility
• ICERM in partnership with DataSıg
• Fabrice Baudoin
• Michael Brenner
• Yuliy Baryshnikov
• 14th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis
• Xin Zhang
• Aapo Hyvärinen
• Andrew McLeod
• Kevin Schlegel
• Saumitra Mishra
• Mental health
• Astronomy
• Human computer interfaces
• Human action recognition
• Peter K Friz
• Preprints and papers | 2019
• Preprints and papers | 2020
• Weixin Yang
• Weixin Yang
• Chong Liu
• Alexander Schell
• Thomas Cass
• Ismaël Bailleul
• Richard Samworth
• Hao Ni
• Adeline Fermanian
• Terry Lyons
• Harald Oberhauser
• Terry Lyons
• Terry Lyons
• Terry Lyons
• James Foster
• An Introduction to Machine Learning in Quantitative Finance
• Hao Ni
• Philippa Rubin
• Yao Lu
• Cris Salvi
• Alexander Schell
• Hao Ni, Xin Dong, Jinsong Zheng and Guangxi Yu
• Peter Foster
• Papers - temp
• Satoshi Hayakawa
• Philipp Jettkant
• Blanka Horvath
• UCL-PKU Workshop
• Hong Yan
• Synthetic data enters its Cubist phase
• Proposed NeurIPS Workshop on Rough Paths in Machine Learning
• Stéphane Mallat
• Yuzuru Inahama
• George Wynne
• Xingcheng Xu