DataSıg : All Pages
- Copyright
- Picture Credits
- Accessibility 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
- Andrew Blake
- Marianne Rolph
- 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 Ferrucci
- Hang Lou
- Shujian Liao
- Baoren Xiao
- Peter Foster
- Past presentations
- About us
- Current vacancies
- Contact us
- Advisory Board
- Csaba Toth
- Marc Sabate Vidales
- Maud Lemercier
- Cris Salvi
- 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 | 2021
- 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
- Quant of the Year: Hans Buehler
- Professor Sir Roger Penrose OM FRS
- Professor Sir Martin Hairer KBE FRS
- Microsoft Research (MSR) Asia
- 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
- 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
- Blanka Horvath
- UCL-PKU Workshop
- Hong Yan
- Synthetic data enters its Cubist phase
- Stéphane Mallat
- Yuzuru Inahama
- George Wynne
- Xingcheng Xu
- Danyu Yang
- Missed a talk?
- Mohamed Ibrahim
- Andris Gerasimovics
- Ming Min
- Sheo Yon Jhin
- Alain Rossier
- James Thornton and Valentin De Bortoli
- Yue Wu
- Yue Wu
- Cris Salvi
- Nikola Kovachki
- Martin Geller
- Guan-Horng Liu
- Ben Chamberlain and James Rowbottom
- Cris Salvi
- Chris Oates
- Paola Arrubarrena
- Paul Hager
- Nima Dehmamy
- Bin Dong
- Sam Morley
- Csaba Toth
- Mohamed Ibrahim
- Ilya Chevyrev
- Jason Rader
- Ben Walker
- Congratulations!
- Satoshi Hayakawa
- Will Turner
- Nikolas Nüsken
- John Geddes
- Elena Gal
- Andrew Stuart
- Maud Lemercier
- Preprints and papers | 2022
- Danyu Yang
- Yariv Aizenbud
- Paola Arrubarrena
- Alexis Bellot
- Joel Dyer
- Riccardo Passeggeri
- Emilio Rossi Ferrucci
- Darrick Lee
- Kathlén Kohn
- Wei Chen
- Patrick Kidger
- Terry Lyons, Lukasz Szpruch, Peter Foster and Renyuan Xu
- Patric Bonnier
- Marten Lienen
- Yifan Chen
- Congratulations!
- Congratulations!
- Zoltan Szabo
- Ukraine
- Congratulations!
- Kevin Schlegel
- Francis Bach
- Julius von Kügelgen
- Hang Lou
- Imperial-X position
- SIAM 2022
- Mathematics and Mental Health
- Emilio Rossi Ferrucci
- 15th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis
- REF 2021
- Yang Song
- Masaaki Fukasawa
- Massimiliano (Max) Gubinelli
- Banff International Research Station
- 2022 IMS Annual Meeting in Probability and Statistics
- Sumeet Singh
- Rough analysis and data science
- Zhen (Edward) Shao
- AMS-EMS-SMF-2022
- The Fields Institute 2022
- Congratulations!
- Mohamed Ibrahim
- Sam Morley
- Will Turner
- We congratulate
- Guido Gazzani
- Florentin Guth
- Francesca Primavera
- Elena Gal
- Ryan Chan
- Vicky Kalogeiton
- Weixin Yang
- Gang-Ding Peng
- Congratulations!
- Banff 4-9 Sep 2022
- NeurIPS 2022 success
- Theo Diamantakis
- Bobak Kiani
- MLDYN2022: Second Edition of the School in Machine Learning of Dynamic Processes and Time Series Analysis
- Paris-London Analysis Seminar 2022
- Hannes Kern
- Kevin Wu
- Bruno Dupire
- Soufiane Hayou
- 16th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis
- Blanka Horvath
- Chris Eliasmith
- Nicola Muça Cirone
- Andraž Jelinčič
- Andy Allan
- Zhuoran Qiao
- Terry Lyons
- Dan Crisan
- Signature of Streams
- Guan-Horng Liu
- Lukas Gonon
- Alexandre Défossez
- Albert Gu
- Preprints and papers | 2024
- James Foster
- Probabilistic methods, Signatures, Cubature and Geometry
- Valentin Tissot-Daguette
- Maud Lemercier
- Vietnam Spring School
- An introduction to machine learning in quantitative finance
- Greg Yang
- Zhen Shao
- ICIAM 2023
- Weixin Yang
- 17th Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
- Paola Arrubarrena
- Blanka Horvath
- Lei Jiang
- Antonio Orvieto
- Andrew McLeod
- We congratulate
- Thomas Gaskin
- Sam Morley
- Lingyi Yang
- Terry Lyons 70th
- Matthieu Darcy
- Tamim El Ahmad
- Hao Ni
- Me and My Maths
- Nathan Simpson
- Banff International Research Station: New Trends in Stochastic Analysis
- Oxford Mosaic Accessibility Statement
- Nikita Zozoulenko
- Anastasis Kratsios
- Christa Cuchiero
- Marco Rauscher
- Preprints and papers | 2023
- Spencer Frei
- Benjamin Walker
- Zijiu Lyu
- Ioannis Gasteratos
- Jad Mounayer
- Will Turner
- Shuxiang Cao
- DataSıg: Use of cookies on this website
- Jeremy Yates and Frederik De Ceuster
- Noseong Park
- Georg Manten and Cecilia Casolo
- Mie Gluckstad
- Lei Jiang
- Viktoriia Davletshyna
- Francesco Piatti
- JiaJie Tao
- Niels Cariou Kotlarek
- Yi Zhang
- Andrew Donald Mcleod
- Gabriel Nobis