Unlocking Data Streams

Tuesday 16th March 2021
10:00 to 10:05	Jane Leeks Newton Gateway to Mathematics Welcome and Introduction	Room 1
10:05 to 10:35	Terry Lyons University of Oxford Chair: Jane Leeks Rough Paths – Streamed Data	Room 1
10:35 to 11:00	Hao Ni University College London; The Alan Turing Institute Chair: Jane Leeks Early Warning System for Sepsis Detection Using Signature-Based Machine Learning Models	Room 1
11:00 to 11:25	Maud Lemercier University of Warwick; The Alan Turing Institute Chair: Thomas Cass Inference from Evolving Populations: Agriculture	Room 1
11:45 to 12:10	Thomas . GCHQ Chair: Thomas Cass Inference from trees: Cybersecurity	Room 1
12:10 to 12:35	Ariana Huebner TRACERx ; Cris Salvi University of Oxford Chair: Thomas Cass Decision Making with Lung Cancer Trees of Genetic Mutations	Room 1
13:35 to 14:00	Patrick Kidger University of Oxford Chair: Harald Oberhauser Neural Controlled Differential Equations	Room 1
14:00 to 14:25	James Morrill University of Oxford Chair: Harald Oberhauser Log Signatures and Neural Controlled Differential Equations	Room 1
14:25 to 14:50	Peter Foster The Alan Turing Institute Chair: Harald Oberhauser Path Signature Example Notebooks	Room 1
15:10 to 15:35	Blanka Horvath King's College London; JP Morgan ; Magnus Wiese University of Kaiserslautern Chair: Terry Lyons A Data-Driven Market Simulator for Small Data Environments	Room 1
15:35 to 16:00	Hans Buehler JP Morgan Chair: Terry Lyons Deep hedging: Learning Risk-Neutral Implied Volatility Dynamics	Room 1
16:00 to 16:30	Break-Out Rooms - Questions and Discussion	Room 1

Tuesday 16th March 2021

10:00 to 10:05

Jane Leeks Newton Gateway to Mathematics
Welcome and Introduction

Room 1

10:05 to 10:35

Terry Lyons University of Oxford
Chair: Jane Leeks
Rough Paths – Streamed Data

Room 1

10:35 to 11:00

Hao Ni University College London; The Alan Turing Institute
Chair: Jane Leeks
Early Warning System for Sepsis Detection Using Signature-Based Machine Learning Models

Room 1

11:00 to 11:25

Maud Lemercier University of Warwick; The Alan Turing Institute
Chair: Thomas Cass
Inference from Evolving Populations: Agriculture

Room 1

11:45 to 12:10

Thomas . GCHQ
Chair: Thomas Cass
Inference from trees: Cybersecurity

Room 1

12:10 to 12:35

Ariana Huebner TRACERx ; Cris Salvi University of Oxford
Chair: Thomas Cass
Decision Making with Lung Cancer Trees of Genetic Mutations

Room 1

13:35 to 14:00

Patrick Kidger University of Oxford
Chair: Harald Oberhauser
Neural Controlled Differential Equations

Room 1

14:00 to 14:25

James Morrill University of Oxford
Chair: Harald Oberhauser
Log Signatures and Neural Controlled Differential Equations

Room 1

14:25 to 14:50

Peter Foster The Alan Turing Institute
Chair: Harald Oberhauser
Path Signature Example Notebooks

Room 1

15:10 to 15:35

Blanka Horvath King's College London; JP Morgan ; Magnus Wiese University of Kaiserslautern
Chair: Terry Lyons
A Data-Driven Market Simulator for Small Data Environments

Room 1

15:35 to 16:00

Hans Buehler JP Morgan
Chair: Terry Lyons
Deep hedging: Learning Risk-Neutral Implied Volatility Dynamics

Room 1

16:00 to 16:30

Break-Out Rooms - Questions and Discussion

Room 1

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Applications for this workshop are now closed

Timetable

Speakers

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Unlocking Data Streams

Applications for this workshop are now closed

Timetable

Speakers

Supported By

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