Search for tag: "signature method"

Tanut Treetanthiploet - Student talks

ICMS hosted the Eurpopean Summer School in Financial Mathematics 14th Ediition Asymptotic Randomised Control with applications to bandits and dynamic pricing Tanut Treetanthiploet (Oxford…

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Nazem Khan - Student talks

ICMS hosted the Eurpopean Summer School in Financial Mathematics 14th Ediition Strong sensitivity to large losses and ρ-arbitrage for convex risk measures Nazem Khan (University of Warwick)This…

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Ilya Chevyrev - Lecture 02 - A Primer on the Signature Method in Machine Learning

ICMS hosted the Eurpopean Summer School in Financial Mathematics 14th Ediition A Primer on the Signature Method in Machine Learning Ilya Chevyrev (University of Edinburgh)Lecture 2This recording is…

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