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Discrete-time signatures and randomness in reservoir computing

Discrete-time signatures and randomness in reservoir computing

17 September 2020
Christa Cuchiero
Lukas Gonon
Lyudmila Grigoryeva
Juan-Pablo Ortega
Josef Teichmann
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Papers citing "Discrete-time signatures and randomness in reservoir computing"

9 / 9 papers shown
Title
Universal randomised signatures for generative time series modelling
Universal randomised signatures for generative time series modelling
Francesca Biagini
Lukas Gonon
Niklas Walter
40
4
0
14 Jun 2024
Theoretical Foundations of Deep Selective State-Space Models
Theoretical Foundations of Deep Selective State-Space Models
Nicola Muca Cirone
Antonio Orvieto
Benjamin Walker
C. Salvi
Terry Lyons
Mamba
53
25
0
29 Feb 2024
Randomized Signature Methods in Optimal Portfolio Selection
Randomized Signature Methods in Optimal Portfolio Selection
Erdinç Akyıldırım
Matteo Gambara
Josef Teichmann
Syang Zhou
11
5
0
27 Dec 2023
Chaotic Hedging with Iterated Integrals and Neural Networks
Chaotic Hedging with Iterated Integrals and Neural Networks
Ariel Neufeld
Philipp Schmocker
31
10
0
21 Sep 2022
Designing Universal Causal Deep Learning Models: The Geometric
  (Hyper)Transformer
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer
Beatrice Acciaio
Anastasis Kratsios
G. Pammer
OOD
39
20
0
31 Jan 2022
Embedding Information onto a Dynamical System
Embedding Information onto a Dynamical System
G. Manjunath
51
13
0
22 May 2021
Dimension reduction in recurrent networks by canonicalization
Dimension reduction in recurrent networks by canonicalization
Lyudmila Grigoryeva
Juan-Pablo Ortega
14
19
0
23 Jul 2020
Approximation Bounds for Random Neural Networks and Reservoir Systems
Approximation Bounds for Random Neural Networks and Reservoir Systems
Lukas Gonon
Lyudmila Grigoryeva
Juan-Pablo Ortega
12
64
0
14 Feb 2020
Signatory: differentiable computations of the signature and logsignature
  transforms, on both CPU and GPU
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
Patrick Kidger
Terry Lyons
24
83
0
03 Jan 2020
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