Algorithm 1004
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Publication:5132311
DOI10.1145/3371237zbMath1484.68346OpenAlexW3010733326WikidataQ113309965 ScholiaQ113309965MaRDI QIDQ5132311
Jeremy Reizenstein, Benjamin T. Graham
Publication date: 10 November 2020
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/3371237
Symbolic computation and algebraic computation (68W30) Learning and adaptive systems in artificial intelligence (68T05) Identities, free Lie (super)algebras (17B01)
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Embedding and learning with signatures ⋮ Signature-Based Models: Theory and Calibration ⋮ A structure theorem for streamed information ⋮ Optimal stopping with signatures ⋮ Deep signature FBSDE algorithm ⋮ Optimal Execution with Rough Path Signatures ⋮ The Signature Kernel Is the Solution of a Goursat PDE ⋮ iisignature ⋮ Functional linear regression with truncated signatures ⋮ On the adjoint of the Eulerian idempotent in an analytic context ⋮ Invariants of multidimensional time series based on their iterated-integral signature
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