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Applications of Signature Methods to Market Anomaly Detection
v1v2 (latest)

Applications of Signature Methods to Market Anomaly Detection

7 January 2022
Erdinç Akyıldırım
Matteo Gambara
Josef Teichmann
Syang Zhou
ArXiv (abs)PDFHTML

Papers citing "Applications of Signature Methods to Market Anomaly Detection"

4 / 4 papers shown
Title
Implicit Regularization of Random Feature Models
Implicit Regularization of Random Feature Models
Arthur Jacot
Berfin Simsek
Francesco Spadaro
Clément Hongler
Franck Gabriel
64
83
0
19 Feb 2020
The Anatomy of a Cryptocurrency Pump-and-Dump Scheme
The Anatomy of a Cryptocurrency Pump-and-Dump Scheme
Jiahua Xu
B. Livshits
AIFin
45
123
0
25 Nov 2018
Echo state networks are universal
Echo state networks are universal
Lyudmila Grigoryeva
Juan-Pablo Ortega
55
232
0
03 Jun 2018
A Primer on the Signature Method in Machine Learning
A Primer on the Signature Method in Machine Learning
I. Chevyrev
Andrey Kormilitzin
495
216
0
11 Mar 2016
1