Learning stochastic differential equations using RNN with log signature features

22 August 2019

Papers citing "Learning stochastic differential equations using RNN with log signature features"

6 / 6 papers shown

Title
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs Andrzej Kalu.za Pawel M. Morkisz Bartłomiej Mulewicz Paweł Przybyłowicz Martyna Wia̧cek AI4TS 24 1 0 13 Dec 2023
Signature-based validation of real-world economic scenarios Hervé Andrès Alexandre Boumezoued B. Jourdain 26 5 0 02 Aug 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
Sig-Wasserstein GANs for Time Series Generation Hao Ni Lukasz Szpruch Marc Sabate Vidales Baoren Xiao Magnus Wiese Shujian Liao SyDa AI4TS 19 73 0 01 Nov 2021
Neural Controlled Differential Equations for Irregular Time Series Patrick Kidger James Morrill James Foster Terry Lyons AI4TS 25 451 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