A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Deep signature/log-signature FBSDE algorithm improves accuracy and training time.
Semi-supervised GANs with log-signatures improve credit card fraud detection.
The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.
This paper contributes to the challenge of learning a function on streamed multimodal data through evaluation. The core of the result of our paper is the combination of two quite different approaches to this problem. One comes from the mathematically principled technology of signatures and log-signatures as representat…
Neural RDEs extend CDEs to irregular time series.
New method for curve comparison using iterated integrals and moving frames.
Deep neural RDEs improve portfolio optimization accuracy and risk sensitivity.
Framework combines random features with CDEs for efficient time-series learning.