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Found 5 papers, 2 papers with code
A Data-driven Market Simulator for Small Data Environments
Neural network based data-driven market simulation unveils a new and flexible way of modelling financial time series without imposing assumptions on the underlying stochastic dynamics.
Sig-SDEs model for quantitative finance
Mathematical models, calibrated to data, have become ubiquitous to make key decision processes in modern quantitative finance.
Deep Signature Transforms
The signature is an infinite graded sequence of statistics known to characterise a stream of data up to a negligible equivalence class.
Labelling as an unsupervised learning problem
In this paper, we present a challenge whose objective is to discover nonlinear relationships in noisy cloud of points.
A signature-based machine learning model for bipolar disorder and borderline personality disorder
Participants with bipolar disorder or borderline personality disorder and healthy volunteers completed daily mood ratings using a bespoke smartphone app for up to a year.
