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1908.08286
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Learning stochastic differential equations using RNN with log signature features
22 August 2019
Shujian Liao
Terry Lyons
Weixin Yang
Hao Ni
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Papers citing
"Learning stochastic differential equations using RNN with log signature features"
26 / 26 papers shown
Semi-Supervised Bayesian GANs with Log-Signatures for Uncertainty-Aware Credit Card Fraud Detection
David Hirnschall
196
1
0
31 Aug 2025
Sig-DEG for Distillation: Making Diffusion Models Faster and Lighter
Lei Jiang
Wen Ge
Niels Cariou-Kotlarek
Mingxuan Yi
Po-yu Chen
Lingyi Yang
Francois Buet-Golfouse
Gaurav Mittal
Hao Ni
DiffM
218
0
0
23 Aug 2025
The path to a goal: Understanding soccer possessions via path signatures
David Hirnschall
Robert Bajons
147
1
0
18 Aug 2025
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs
Andrzej Kalu.za
Pawel M. Morkisz
Bartłomiej Mulewicz
Paweł Przybyłowicz
Martyna Wia̧cek
AI4TS
161
2
0
13 Dec 2023
Generative Fractional Diffusion Models
Neural Information Processing Systems (NeurIPS), 2023
Gabriel Nobis
Maximilian Springenberg
Marco Aversa
Michael Detzel
Rembert Daems
...
Tolga Birdal
Manfred Opper
Christoph Knochenhauer
Luis Oala
Wojciech Samek
DiffM
457
10
0
26 Oct 2023
Variational Inference for SDEs Driven by Fractional Noise
Rembert Daems
Manfred Opper
Guillaume Crevecoeur
Tolga Birdal
236
10
0
19 Oct 2023
Generating drawdown-realistic financial price paths using path signatures
Emiel Lemahieu
Kris Boudt
Maarten Wyns
195
1
0
08 Sep 2023
A Neural RDE-based model for solving path-dependent PDEs
Bowen Fang
Hao Ni
Yue-bo Wu
249
2
0
01 Jun 2023
AFE-CNN: 3D Skeleton-based Action Recognition with Action Feature Enhancement
Neurocomputing (Neurocomputing), 2022
S. Guan
Haiyan Lu
Linchao Zhu
Gengfa Fang
248
27
0
06 Aug 2022
Signature-based validation of real-world economic scenarios
ASTIN Bulletin: The Journal of the International Actuarial Association (ASTIN), 2022
Hervé Andrès
Alexandre Boumezoued
B. Jourdain
363
10
0
02 Aug 2022
Signature and Log-signature for the Study of Empirical Distributions Generated with GANs
J. Curtò
I. D. Zarzà
Hong-Mei Yan
Carlos T. Calafate
480
1
0
07 Mar 2022
Sig-Wasserstein GANs for Time Series Generation
International Conference on AI in Finance (ICAF), 2021
Hao Ni
Lukasz Szpruch
Marc Sabate Vidales
Baoren Xiao
Magnus Wiese
Shujian Liao
SyDa
AI4TS
323
95
0
01 Nov 2021
Deep Signature FBSDE Algorithm
Numerical Algebra, Control and Optimization (NACO), 2021
Qiaochu Feng
Man Luo
Zhao-qin Zhang
239
11
0
24 Aug 2021
Framing RNN as a kernel method: A neural ODE approach
Neural Information Processing Systems (NeurIPS), 2021
Adeline Fermanian
Pierre Marion
Jean-Philippe Vert
Gérard Biau
327
31
0
02 Jun 2021
An efficient representation of chronological events in medical texts
International Workshop on Health Text Mining and Information Analysis (HTMIA), 2020
Andrey Kormilitzin
N. Vaci
Qiang Liu
Hao Ni
Goran Nenadic
A. Nevado-Holgado
168
2
0
16 Oct 2020
Tropical time series, iterated-sums signatures and quasisymmetric functions
SIAM Journal on applied algebra and geometry (JSAAG), 2020
J. Diehl
K. Ebrahimi-Fard
Nikolas Tapia
273
13
0
17 Sep 2020
Neural Rough Differential Equations for Long Time Series
International Conference on Machine Learning (ICML), 2020
James Morrill
C. Salvi
Patrick Kidger
James Foster
Terry Lyons
AI4TS
515
171
0
17 Sep 2020
Convolutional Signature for Sequential Data
Digital Finance (DF), 2020
Ming Min
Tomoyuki Ichiba
246
3
0
14 Sep 2020
A Data-driven Market Simulator for Small Data Environments
Hans Bühler
Blanka Horvath
Terry Lyons
Imanol Perez Arribas
Ben Wood
229
71
0
21 Jun 2020
Understanding Recurrent Neural Networks Using Nonequilibrium Response Theory
Soon Hoe Lim
269
18
0
19 Jun 2020
A Generalised Signature Method for Multivariate Time Series Feature Extraction
James Morrill
Adeline Fermanian
Patrick Kidger
Terry Lyons
308
14
0
01 Jun 2020
Generalised Interpretable Shapelets for Irregular Time Series
Patrick Kidger
James Morrill
Terry Lyons
AI4TS
255
8
0
28 May 2020
Neural Controlled Differential Equations for Irregular Time Series
Patrick Kidger
James Morrill
James Foster
Terry Lyons
AI4TS
579
654
0
18 May 2020
Signature features with the visibility transformation
International Conference on Pattern Recognition (ICPR), 2020
Yue-bo Wu
Hao Ni
Terrence J. Lyons
R. Hudson
590
4
0
08 Apr 2020
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
International Conference on Learning Representations (ICLR), 2020
Patrick Kidger
Terry Lyons
217
96
0
03 Jan 2020
A Primer on the Signature Method in Machine Learning
I. Chevyrev
Andrey Kormilitzin
771
258
0
11 Mar 2016
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