Deep Signature Transforms

Deep Signature Transforms

21 May 2019

Patrick Kidger

Imanol Perez Arribas

Papers citing "Deep Signature Transforms"

14 / 14 papers shown

Title
Theoretical Foundations of Deep Selective State-Space Models Nicola Muca Cirone Antonio Orvieto Benjamin Walker C. Salvi Terry Lyons Mamba 59 25 0 29 Feb 2024
Non-adversarial training of Neural SDEs with signature kernel scores Zacharia Issa Blanka Horvath M. Lemercier C. Salvi AI4TS 40 24 0 25 May 2023
PCF-GAN: generating sequential data via the characteristic function of measures on the path space Hang Lou Siran Li Hao Ni AI4TS 35 10 0 21 May 2023
Learning the Dynamics of Sparsely Observed Interacting Systems Linus Bleistein Adeline Fermanian A. Jannot Agathe Guilloux 46 5 0 27 Jan 2023
Deep Signature Algorithm for Multi-dimensional Path-Dependent Options Erhan Bayraktar Qiaochu Feng Zhao-qin Zhang 21 2 0 21 Nov 2022
Path Development Network with Finite-dimensional Lie Group Representation Han Lou Siran Li Hao Ni 16 7 0 02 Apr 2022
Signature and Log-signature for the Study of Empirical Distributions Generated with GANs J. Curtò I. D. Zarzà Hong-Mei Yan Carlos T. Calafate 23 1 0 07 Mar 2022
Feature Engineering with Regularity Structures I. Chevyrev A. Gerasimovičs H. Weber 30 10 0 12 Aug 2021
Neural Controlled Differential Equations for Online Prediction Tasks James Morrill Patrick Kidger Lingyi Yang Terry Lyons AI4TS 33 41 0 21 Jun 2021
Efficient and Accurate Gradients for Neural SDEs Patrick Kidger James Foster Xuechen Li Terry Lyons DiffM 24 60 0 27 May 2021
Generalized iterated-sums signatures J. Diehl K. Ebrahimi-Fard Nikolas Tapia 26 11 0 08 Dec 2020
Discrete-time signatures and randomness in reservoir computing Christa Cuchiero Lukas Gonon Lyudmila Grigoryeva Juan-Pablo Ortega Josef Teichmann 24 45 0 17 Sep 2020
Neural Controlled Differential Equations for Irregular Time Series Patrick Kidger James Morrill James Foster Terry Lyons AI4TS 25 449 0 18 May 2020
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU Patrick Kidger Terry Lyons 32 83 0 03 Jan 2020