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Terry Lyons

Identifiers

  • name variant Terry Lyons 0.60 · backfill

Papers (35)

  1. Insertion algorithm for inverting the signature of a path math.PR · 2019 · author #2
  2. Optimal execution with rough path signatures q-fin.CP · 2019 · author #2
  3. Nonparametric pricing and hedging of exotic derivatives q-fin.MF · 2019 · author #1
  4. Random forest prediction of Alzheimer's disease using pairwise selection from time series data q-bio.QM · 2018 · author #2
  5. Labelling as an unsupervised learning problem stat.ML · 2018 · author #1
  6. Sketching the order of events stat.ML · 2017 · author #1
  7. Detecting early signs of depressive and manic episodes in patients with bipolar disorder using the signature-based model stat.ML · 2017 · author #5
  8. A signature-based machine learning model for bipolar disorder and borderline personality disorder stat.ML · 2017 · author #4
  9. Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition cs.CV · 2016 · author #5
  10. Note on the Signatures of Rough Paths in a Banach Space math.CA · 2015 · author #3
  11. The adaptive patched cubature filter and its implementation cs.IT · 2015 · author #2
  12. Hyperbolic development and inversion of signature math.CA · 2015 · author #1
  13. Pathwise approximation of SDEs by coupling piecewise abelian rough paths math.PR · 2015 · author #2
  14. The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations math.CA · 2015 · author #1
  15. Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion math.CA · 2015 · author #3
  16. The Signature of a Rough Path: Uniqueness math.CA · 2014 · author #3
  17. Inverting the signature of a path math.CA · 2014 · author #1
  18. Rough paths, Signatures and the modelling of functions on streams math.PR · 2014 · author #1
  19. The adaptive patched particle filter and its implementation math.PR · 2013 · author #2
  20. Kusuoka-Stroock gradient bounds for the solution of the filtering equation math.PR · 2013 · author #3
  21. Discretely sampled signals and the rough Hoff process math.PR · 2013 · author #3
  22. Learning from the past, predicting the statistics for the future, learning an evolving system q-fin.ST · 2013 · author #2
  23. Extracting information from the signature of a financial data stream q-fin.ST · 2013 · author #2
  24. Dimension-free Euler estimates of rough differential equations math.CA · 2013 · author #3
  25. Characteristic functions of measures on geometric rough paths math.PR · 2013 · author #2
  26. Evolving Communities with Individual Preferences math.PR · 2013 · author #2
  27. Physical Brownian motion in magnetic field as rough path math.PR · 2013 · author #3
  28. Inversion of signature for paths of bounded variation math.CA · 2011 · author #1
  29. A uniform estimate for rough paths math.PR · 2011 · author #1
  30. Integrability and tail estimates for Gaussian rough differential equations math.PR · 2011 · author #3
  31. Rough Paths on Manifolds math.CA · 2011 · author #3
  32. Expected signature of Brownian motion up to the first exit time from a bounded domain math.PR · 2011 · author #1
  33. Backward stochastic dynamics on a filtered probability space math.PR · 2009 · author #2
  34. Some notes on trees and paths math.CA · 2008 · author #2
  35. Uniqueness for the signature of a path of bounded variation and the reduced path group math.CA · 2005 · author #2

Mentions

  • 0904.0377 #2 · backfill · confidence 0.70 Terry Lyons
  • 0809.1365 #2 · backfill · confidence 0.70 Terry Lyons

Frequent Coauthors