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Path Signature Example Notebooks

Presented by: 
Peter Foster The Alan Turing Institute
Date: 
Tuesday 16th March 2021 - 14:25 to 14:50
Venue: 
INI Seminar Room 1
Session Title: 
Log Signatures and Controlled Differential Equations
Session Chair: 
Harald Oberhauser
Abstract: 
Path signatures are a powerful and versatile method for analysing streaming data. This talk will provide an overview of recently developed example notebook codes. Aimed at practitioners, these example notebooks aim at providing illustrative introductions to the path signature methodology and how to apply path signatures in an analysis pipeline.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons