Imanol Perez Arribas

Identifiers

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Papers (5)

1. Optimal execution with rough path signatures q-fin.CP · 2019 · author #3
2. Nonparametric pricing and hedging of exotic derivatives q-fin.MF · 2019 · author #3
3. Derivatives pricing using signature payoffs q-fin.CP · 2018 · author #1
4. Labelling as an unsupervised learning problem stat.ML · 2018 · author #2
5. A signature-based machine learning model for bipolar disorder and borderline personality disorder stat.ML · 2017 · author #1

Mentions

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Frequent Coauthors

• Terry Lyons 4 shared papers
• Guy Goodwin 1 shared papers
• Jasdeep Kalsi 1 shared papers
• Kate Saunders 1 shared papers
• Sina Nejad 1 shared papers