Discrete-time signatures and randomness in reservoir computing

Discrete-time signatures and randomness in reservoir computing

17 September 2020

Christa Cuchiero

Lyudmila Grigoryeva

Juan-Pablo Ortega

Josef Teichmann

Papers citing "Discrete-time signatures and randomness in reservoir computing"

11 / 11 papers shown

Title
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 42 4 0 14 Jun 2024
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
Randomized Signature Methods in Optimal Portfolio Selection Erdinç Akyıldırım Matteo Gambara Josef Teichmann Syang Zhou 11 5 0 27 Dec 2023
Chaotic Hedging with Iterated Integrals and Neural Networks Ariel Neufeld Philipp Schmocker 36 10 0 21 Sep 2022
Exploring the limits of multifunctionality across different reservoir computers Andrew Flynn O. Heilmann Daniel Köglmayr V. Tsachouridis Christoph Räth Andreas Amann 28 4 0 23 May 2022
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 52 20 0 31 Jan 2022
Computing on Functions Using Randomized Vector Representations E. P. Frady Denis Kleyko Christopher J. Kymn Bruno A. Olshausen Friedrich T. Sommer 27 69 0 08 Sep 2021
Embedding Information onto a Dynamical System G. Manjunath 53 13 0 22 May 2021
Dimension reduction in recurrent networks by canonicalization Lyudmila Grigoryeva Juan-Pablo Ortega 24 19 0 23 Jul 2020
Approximation Bounds for Random Neural Networks and Reservoir Systems Lukas Gonon Lyudmila Grigoryeva Juan-Pablo Ortega 28 64 0 14 Feb 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