A rough path between mathematics and data science
SIAM 2022
Annual Meeting
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DataSıg will have a strong presence at this year's Annual Meeting which provides a broad view of the state of the art in applied mathematics, computational and data science, and their applications.
Signature methods in Finance
Session I: Mon 11 July, 08:30-10:30 EDT, 13:30-15:30 BST
| Bruno Dupire | Signatures and Functional Itô Calculus |
| Hao Ni | The signature-based generative models for financial time series |
| Ilya Chevyrev | Signature moments to characterize laws of stochastic processes |
| Josef Teichmann | Randomized signatures: proofs, properties and applications |
Session II: Tue 12 July, 08:30-10:30 EDT, 13:30-15:30 BST
| Chong Liu | Higher Rank Signatures and Filtrations |
| Harald Oberhauser | Signatures and Adapted Topologies |
| Magnus Wiese | Generating equity option markets with signatures |
Signatures, Kernels, and Applications
Session I: Wed 13 July, 08:30-10:30 EDT, 13:30-15:30 BST
| Adeline Fermanian | Framing RNN as a kernel method: A neural ODE approach |
| Cris Salvi | Learning differential equations with kernels |
| Darrick Lee | A topological approach to signatures |
Session II: Thu 14 July, 08:30-10:30 EDT, 13:30-15:30 BST
| James Morrill | Neural Rough Differential Equations |
| Kevin Schlegel | Human action recognition with signatures and deep learning |
| Maud Lemercier | Higher Order Kernel Mean Embeddings for Stochastic Processes |
Session III: Fri 15 July, 08:30-10:30 EDT, 13:30-15:30 BST
| Lingyi Yang | Neural CDEs - how to make the most of them in applications |
| Mohamed Ibrahim | Signature-based representation of events in video streams |
| Yue Wu | Signature features with visibility transformation |