Publications (35)
The adaptive patched particle filter and its implementation
Wonjung Lee, Terry Lyons
The adaptive patched cubature filter and its implementation
Wonjung Lee, Terry Lyons
Characteristic functions of measures on geometric rough paths
Ilya Chevyrev, Terry Lyons
Hyperbolic development and inversion of signature
Terry Lyons, Weijun Xu
Pathwise approximation of SDEs by coupling piecewise abelian rough paths
Guy Flint, Terry Lyons
Dimension-free Euler estimates of rough differential equations
Youness Boutaib, Lajos Gergely Gyurkó, Terry Lyons +1
Rough paths, Signatures and the modelling of functions on streams
Terry Lyons
Evolving Communities with Individual Preferences
Thomas Cass, Terry Lyons
The Signature of a Rough Path: Uniqueness
Horatio Boedihardjo, Xi Geng, Terry Lyons +1
Random forest prediction of Alzheimer's disease using pairwise selection from time series data
Paul Moore, Terry Lyons, John Gallacher
Discretely sampled signals and the rough Hoff process
Guy Flint, Ben Hambly, Terry Lyons
Inverting the signature of a path
Terry Lyons, Weijun Xu
Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition
Zecheng Xie, Zenghui Sun, Lianwen Jin +2
Learning from the past, predicting the statistics for the future, learning an evolving system
Daniel Levin, Terry Lyons, Hao Ni
A uniform estimate for rough paths
Terry Lyons, Weijun Xu
Nonparametric pricing and hedging of exotic derivatives
Terry Lyons, Sina Nejad, Imanol Perez Arribas
Note on the Signatures of Rough Paths in a Banach Space
Horatio Boedihardjo, Xi Geng, Terry Lyons +1
Integrability and tail estimates for Gaussian rough differential equations
Thomas Cass, Christian Litterer, Terry Lyons
Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Dan Crisan, Christian Litterer, Terry Lyons
Rough Paths on Manifolds
Thomas Cass, Christian Litterer, Terry Lyons
Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion
Horatio Boedihardjo, Danyu Yang, Terry Lyons
The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations
Terry Lyons, Danyu Yang
Insertion algorithm for inverting the signature of a path
Jiawei Chang, Terry Lyons
Detecting early signs of depressive and manic episodes in patients with bipolar disorder using the signature-based model
Andrey Kormilitzin, Kate E. A. Saunders, Paul J. Harrison +2
Physical Brownian motion in magnetic field as rough path
Peter Friz, Paul Gassiat, Terry Lyons
Backward stochastic dynamics on a filtered probability space
Gechun Liang, Terry Lyons, Zhongmin Qian
Some notes on trees and paths
Ben Hambly, Terry Lyons
A signature-based machine learning model for bipolar disorder and borderline personality disorder
Imanol Perez Arribas, Kate Saunders, Guy Goodwin +1
Labelling as an unsupervised learning problem
Terry Lyons, Imanol Perez Arribas
Extracting information from the signature of a financial data stream
Lajos Gergely Gyurkó, Terry Lyons, Mark Kontkowski +1
Expected signature of Brownian motion up to the first exit time from a bounded domain
Terry Lyons, Hao Ni
Uniqueness for the signature of a path of bounded variation and the reduced path group
Ben Hambly, Terry Lyons
Inversion of signature for paths of bounded variation
Terry Lyons, Weijun Xu
Optimal execution with rough path signatures
Jasdeep Kalsi, Terry Lyons, Imanol Perez Arribas
Sketching the order of events
Terry Lyons, Harald Oberhauser