Embedding and learning with signatures A Fermanian Computational Statistics & Data Analysis, 107148, 2020 | 28 | 2020 |
A generalised signature method for multivariate time series feature extraction J Morrill, A Fermanian, P Kidger, T Lyons arXiv preprint arXiv:2006.00873, 2020 | 19* | 2020 |
Framing RNN as a kernel method: A neural ODE approach A Fermanian, P Marion, JP Vert, G Biau Advances in Neural Information Processing Systems 34, 2021 | 7 | 2021 |
Learning time-dependent data with the signature transform A Fermanian Sorbonne Université, 2021 | 2 | 2021 |
Learning with Signatures G Biau, A Fermanian International Workshop on Functional and Operatorial Statistics, 19-26, 2020 | 2 | 2020 |
Functional linear regression with truncated signatures A Fermanian arXiv preprint arXiv:2006.08442, 2020 | 2* | 2020 |