On the effectiveness of Randomized Signatures as Reservoir for Learning Rough Dynamics

Enea Monzio Compagnoni, Anna Scampicchio, Luca Biggio, Antonio Orvieto, Thomas Hofmann, Josef Teichmann. On the effectiveness of Randomized Signatures as Reservoir for Learning Rough Dynamics. In International Joint Conference on Neural Networks, IJCNN 2023, Gold Coast, Australia, June 18-23, 2023. pages 1-8, IEEE, 2023. [doi]

Authors

Enea Monzio Compagnoni

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Anna Scampicchio

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Luca Biggio

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Antonio Orvieto

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Thomas Hofmann

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Josef Teichmann

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