Signatures in machine learning and finance

Imanol Perez Arribas. Signatures in machine learning and finance. PhD thesis, University of Oxford, UK, 2020. [doi]

@phdthesis{ethos-14272,
  title = {Signatures in machine learning and finance},
  author = {Imanol Perez Arribas},
  year = {2020},
  url = {http://ora.ox.ac.uk/objects/uuid:2f2896cf-3821-4f34-92f0-48eac50b20fc},
  note = {British Library, EThOS},
  researchr = {https://researchr.org/publication/ethos-14272},
  cites = {0},
  citedby = {0},
  school = {University of Oxford, UK},
}