A rough path between mathematics and data science : All Pages

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• 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
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• INI Newton Gateway to Mathematics in partnership with DataSıg
• INI Newton Gateway to Mathematics in partnership with DataSıg
• ICERM in partnership with DataSıg
• ICERM in partnership with DataSıg
• Fabrice Baudoin