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Terry Lyons

Identifiers

  • name variant Terry Lyons 0.60 · backfill

Papers (37)

  1. Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEs cs.LG · 2026 · author #5
  2. Chess-World-Model: A 10M-Game Benchmark for Exact State Tracking from Chess Move Sequences cs.LG · 2026 · author #2
  3. Insertion algorithm for inverting the signature of a path math.PR · 2019 · author #2
  4. Optimal execution with rough path signatures q-fin.CP · 2019 · author #2
  5. Nonparametric pricing and hedging of exotic derivatives q-fin.MF · 2019 · author #1
  6. Random forest prediction of Alzheimer's disease using pairwise selection from time series data q-bio.QM · 2018 · author #2
  7. Labelling as an unsupervised learning problem stat.ML · 2018 · author #1
  8. Sketching the order of events stat.ML · 2017 · author #1
  9. Detecting early signs of depressive and manic episodes in patients with bipolar disorder using the signature-based model stat.ML · 2017 · author #5
  10. A signature-based machine learning model for bipolar disorder and borderline personality disorder stat.ML · 2017 · author #4
  11. Learning Spatial-Semantic Context with Fully Convolutional Recurrent Network for Online Handwritten Chinese Text Recognition cs.CV · 2016 · author #5
  12. Note on the Signatures of Rough Paths in a Banach Space math.CA · 2015 · author #3
  13. The adaptive patched cubature filter and its implementation cs.IT · 2015 · author #2
  14. Hyperbolic development and inversion of signature math.CA · 2015 · author #1
  15. Pathwise approximation of SDEs by coupling piecewise abelian rough paths math.PR · 2015 · author #2
  16. The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations math.CA · 2015 · author #1
  17. Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion math.CA · 2015 · author #3
  18. The Signature of a Rough Path: Uniqueness math.CA · 2014 · author #3
  19. Inverting the signature of a path math.CA · 2014 · author #1
  20. Rough paths, Signatures and the modelling of functions on streams math.PR · 2014 · author #1
  21. The adaptive patched particle filter and its implementation math.PR · 2013 · author #2
  22. Kusuoka-Stroock gradient bounds for the solution of the filtering equation math.PR · 2013 · author #3
  23. Discretely sampled signals and the rough Hoff process math.PR · 2013 · author #3
  24. Learning from the past, predicting the statistics for the future, learning an evolving system q-fin.ST · 2013 · author #2
  25. Extracting information from the signature of a financial data stream q-fin.ST · 2013 · author #2
  26. Dimension-free Euler estimates of rough differential equations math.CA · 2013 · author #3
  27. Characteristic functions of measures on geometric rough paths math.PR · 2013 · author #2
  28. Evolving Communities with Individual Preferences math.PR · 2013 · author #2
  29. Physical Brownian motion in magnetic field as rough path math.PR · 2013 · author #3
  30. Inversion of signature for paths of bounded variation math.CA · 2011 · author #1
  31. A uniform estimate for rough paths math.PR · 2011 · author #1
  32. Integrability and tail estimates for Gaussian rough differential equations math.PR · 2011 · author #3
  33. Rough Paths on Manifolds math.CA · 2011 · author #3
  34. Expected signature of Brownian motion up to the first exit time from a bounded domain math.PR · 2011 · author #1
  35. Backward stochastic dynamics on a filtered probability space math.PR · 2009 · author #2
  36. Some notes on trees and paths math.CA · 2008 · author #2
  37. Uniqueness for the signature of a path of bounded variation and the reduced path group math.CA · 2005 · author #2

Mentions

  • 1510.04172 #3 · backfill · confidence 0.70 Terry Lyons
  • 1509.04239 #2 · backfill · confidence 0.70 Terry Lyons
  • 1507.00286 #1 · backfill · confidence 0.70 Terry Lyons
  • 1505.01298 #2 · backfill · confidence 0.70 Terry Lyons
  • 1503.06175 #1 · backfill · confidence 0.70 Terry Lyons
  • 1502.04116 #3 · backfill · confidence 0.70 Terry Lyons
  • 1406.7871 #3 · backfill · confidence 0.70 Terry Lyons
  • 1406.7833 #1 · backfill · confidence 0.70 Terry Lyons
  • 1405.4537 #1 · backfill · confidence 0.70 Terry Lyons
  • 2605.30213 #5 · arxiv_oai · confidence 0.70 Terry Lyons
  • 2605.30100 #2 · arxiv_oai · confidence 0.70 Terry Lyons
  • 1311.6755 #2 · backfill · confidence 0.70 Terry Lyons
  • 1311.0480 #3 · backfill · confidence 0.70 Terry Lyons
  • 1310.4054 #3 · backfill · confidence 0.70 Terry Lyons
  • 1309.0260 #2 · backfill · confidence 0.70 Terry Lyons
  • 1307.7244 #2 · backfill · confidence 0.70 Terry Lyons
  • 1307.4708 #3 · backfill · confidence 0.70 Terry Lyons
  • 1307.3580 #2 · backfill · confidence 0.70 Terry Lyons
  • 1303.4243 #2 · backfill · confidence 0.70 Terry Lyons
  • 1302.2531 #3 · backfill · confidence 0.70 Terry Lyons
  • 1112.0452 #1 · backfill · confidence 0.70 Terry Lyons
  • 1110.5278 #1 · backfill · confidence 0.70 Terry Lyons
  • 1104.1813 #3 · backfill · confidence 0.70 Terry Lyons
  • 1102.0998 #3 · backfill · confidence 0.70 Terry Lyons
  • 1101.5902 #1 · backfill · confidence 0.70 Terry Lyons
  • 0904.0377 #2 · backfill · confidence 0.70 Terry Lyons
  • 0809.1365 #2 · backfill · confidence 0.70 Terry Lyons

Frequent Coauthors