Littérature scientifique sur le sujet « Path signatures »
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Articles de revues sur le sujet "Path signatures"
Kalsi, Jasdeep, Terry Lyons et Imanol Perez Arribas. « Optimal Execution with Rough Path Signatures ». SIAM Journal on Financial Mathematics 11, no 2 (janvier 2020) : 470–93. http://dx.doi.org/10.1137/19m1259778.
Texte intégralCartea, Álvaro, Imanol Pérez Arribas et Leandro Sánchez-Betancourt. « Double-Execution Strategies Using Path Signatures ». SIAM Journal on Financial Mathematics 13, no 4 (21 novembre 2022) : 1379–417. http://dx.doi.org/10.1137/21m1456467.
Texte intégralBoland, Philip J. « Signatures of indirect majority systems ». Journal of Applied Probability 38, no 2 (juin 2001) : 597–603. http://dx.doi.org/10.1239/jap/996986765.
Texte intégralBoland, Philip J. « Signatures of indirect majority systems ». Journal of Applied Probability 38, no 02 (juin 2001) : 597–603. http://dx.doi.org/10.1017/s0021900200020064.
Texte intégralFang, Yuan, Zhe Su, Jing Xie, Ruidong Xue, Qi Ma, Yanmeng Li, Yifan Zhao et al. « Genomic signatures of pancreatic adenosquamous carcinoma (PASC) ». Journal of Pathology 243, no 2 (5 septembre 2017) : 155–59. http://dx.doi.org/10.1002/path.4943.
Texte intégralJiang, Yunjiang, et Weijun Xu. « On the Number of Turns in Reduced Random Lattice Paths ». Journal of Applied Probability 50, no 2 (juin 2013) : 499–515. http://dx.doi.org/10.1239/jap/1371648957.
Texte intégralJiang, Yunjiang, et Weijun Xu. « On the Number of Turns in Reduced Random Lattice Paths ». Journal of Applied Probability 50, no 02 (juin 2013) : 499–515. http://dx.doi.org/10.1017/s0021900200013528.
Texte intégralShestakova, Tatyana. « On A. D. Sakharov’s Hypothesis of Cosmological Transitions with Changes in the Signature of the Metric ». Universe 7, no 5 (17 mai 2021) : 151. http://dx.doi.org/10.3390/universe7050151.
Texte intégralWebster, Jonathan A., Andrew H. Beck, Mimansa Sharma, Inigo Espinosa, Britta Weigelt, Marthe Schreuder, Kelli D. Montgomery, Kristin C. Jensen, Matt van de Rijn et Robert West. « Variations in stromal signatures in breast and colorectal cancer metastases ». Journal of Pathology 222, no 2 (21 mai 2010) : 158–65. http://dx.doi.org/10.1002/path.2738.
Texte intégralKumar, Pankaj, Saurabh Kumar Sharma et Kaveri Umesh Kadam. « Prolong the lifetime of sensor monitoring system using schedule matrix while employing digital signatures ». Journal of Information and Optimization Sciences 44, no 7 (2023) : 1327–46. http://dx.doi.org/10.47974/jios-1286.
Texte intégralThèses sur le sujet "Path signatures"
Chevyrev, Ilya. « Characteristic functions of path signatures and applications ». Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:3dd5e063-bde0-434f-a781-61d3fe22aaa1.
Texte intégralBoedihardjo, Horatio S. « Signatures of Gaussian processes and SLE curves ». Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:5f835640-d3f5-4b03-b600-10d897644ced.
Texte intégralInzirillo, Hugo. « Contributions to Econometric and Deep Learning Methods for Time Series Forecasting ». Electronic Thesis or Diss., Institut polytechnique de Paris, 2024. http://www.theses.fr/2024IPPAG005.
Texte intégralThis thesis, structured in four distinct parts, contributes to enriching the fields of deep learning and nonlinear econometrics. Traditional models have often shown weaknesses in capturing the nonlinear behaviors and regime shifts characteristic of digital assets. This thesis focuses on improving the prediction of returns and volatility of this new asset class through the development of new neural network architectures and innovative methodologies. In a first part, we introduce Temporal Kolmogorov-Arnold Networks (TKANs) as well as a new transformer-based architecture (TKAT) based on TKANs for time series forecasting. These models integrate memory management and attention mechanism to capture the complex dynamics of financial markets. Our results show that TKAN and TKAT outperform traditional recurrent models (LSTM, GRU) in terms of stability and prediction accuracy, particularly over longer time horizons. The second part proposes a new approach for modeling market regimes using recurrent neural networks and new Markov-Switching GARCH dynamics. This former approach allows to detect market regimes and estimate transition probabilities between different states. The results show a significant improvement in the detection and prediction of market regimes compared to traditional models.The latter models define new meaningful MS-GARCH specifications and convenient simulation-based estimations procedures.In the third part, we explore the use of signatures for portfolio construction. A signature-based classification method is developed to select the most representative assets of each cluster, thus improving the risk-return ratio. Portfolios built with this methodology show superior performances compared to standard portfolios. The last part of this thesis addresses volatility modeling and anomaly detection. We propose a new LSTM layer, the Attention Free Long Short-Term Memory (AF-LSTM), for volatility prediction. This new layer shows superior predictive performances compared to the original version. For anomaly detection, a conditional autoencoder (AF-CAE) is introduced, providing better anomaly detection, reducing false positives. This thesis proposes several contributions in the field of time series prediction; the results demonstrate improvements in terms of accuracy and robustness, opening new perspectives for the modeling and management of financial assets
Xu, Weijun. « Inverting the signature of a path ». Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:954ff1e3-9162-456a-91a3-39734854cde2.
Texte intégralGeng, Xi. « The signature of a rough path : uniqueness ». Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:f15c0439-2b30-4738-9eab-0dffd86bed69.
Texte intégralNi, Hao. « The expected signature of a stochastic process ». Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:e0b9e045-4c09-4cb7-ace9-46c4984f16f6.
Texte intégralJanssen, Arend. « Order book models, signatures and numerical approximations of rough differential equations ». Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:264e96b3-f449-401b-8768-337acab59cab.
Texte intégralHabermann, Karen. « Geometry of sub-Riemannian diffusion processes ». Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/271855.
Texte intégralFaye, Mbaye. « Signature infrarouge et modélisation pour la télédétection de deux gaz : SF6 et RuO4 ». Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLS182.
Texte intégralThis work is a contribution to the spectroscopic study of two gases of anthropogenic origin for which the modeling of the infrared signature may allow a quantification in releases in the atmosphere. Sulfur hexafluoride (SF₆) is mainly rejected by the electrical industry, which uses it as a gaseous insulator and its concentration increases rapidly in the atmosphere (of the order of 7 per cent per year). It is a potent greenhouse gas listed in the Kyoto Protocol because its intense absorption around 10 μm issituated in a window of atmospheric transparency and its lifetime in the upper atmosphere (approximately 3200 years) confers an exceptionally high radiative transfer coefficient (Global WarmingPotential, or GWP equal to 23900 times that of carbon dioxide,CO2). The detection and quantification of this gas by its infrared signature via satellite measurements requires a very accurate modeling of the absorption spectra, incompletely known. For SF₆,in particular because of the fact that this heavy molecule presents a large number of vibrational levels of low energy, there exist hotbands in the region of atmospheric absorption around its most intense fundamental absorption (v₃); these involve excited states little or not characterized. Thus, at ambient temperature, only 32% of the molecules are located in the vibrational ground state. Current databases contain only data for the fundamental vibrationband. To compensate for this lack, it is therefore necessary toobserve a number of transitions from the ground state to the excited levels of low energy used corresponding to initial states of the hot bands and to acquire data for modeling also levels with two quanta of vibration constituting the upper levels of arrival of thes ehot bands.This work is a contribution to the spectroscopic study of two gases of anthropogenic origin for which the modeling of the infrared signature may allow a quantification in releases in the atmosphere.Sulfur hexafluoride (SF₆) is mainly rejected by the electricalindustry, which uses it as a gaseous insulator and its concentration increases rapidly in the atmosphere (of the order of 7 per cent peryear). It is a potent greenhouse gas listed in the Kyoto Protocolbecause its intense absorption around 10 μm is situated in awindow of atmospheric transparency and its lifetime in the upper atmosphere (approximately 3200 years) confers an exceptionally high radiative transfer coefficient (Global Warming Potential, orGWP equal to 23900 times that of carbon dioxide, CO2). The detection and quantification of this gas by its infrared signature via satellite measurements requires a very accurate modeling of theabsorption spectra, incompletely known. For SF6, in particular because of the fact that this heavy molecule presents a largenumber of vibrational levels of low energy, there exist hot bands in the region of atmospheric absorption around its most intensefundamental absorption (v3); these involve excited states little or not characterized. Thus, at ambient temperature, only 32 % of themolecules are located in the vibrational ground state. Current databases contain only data for the fundamental vibration band. Tocompensate for this lack, it is therefore necessary to observe a number of transitions from the ground state to the excited levels oflow energy used corresponding to initial states of the hot bands andto acquire data for modeling also levels with two quanta ofvibration constituting the upper levels of arrival of these hot bands
Kebichi, Omar. « Techniques et outils de CAO pour la génération automatique de test intégré pour RAMs ». Grenoble INPG, 1994. http://www.theses.fr/1994INPG0062.
Texte intégralLivres sur le sujet "Path signatures"
Chien-ming, Chin, University of Illinois at Urbana-Champaign. Electromagnetic Communication Laboratory. et United States. National Aeronautics and Space Administration., dir. Electromagnetic scattering from realistic targets : Final report for NASA NAG 3-1474. Urbana, IL : Electromagnetics Laboratory, Dept. of Electrical and Computer Engineering, University of Illinois at Urbana-Champaign, 1997.
Trouver le texte intégralBellman, Geoffrey M. Your Signature Path : Gaining New Perspectives on Life and Work. Berrett-Koehler Publishers, Incorporated, 1996.
Trouver le texte intégralYour signature path : Gaining new perspectives on life and work. San Francisco : Berrett-Koehler Publishers, 1996.
Trouver le texte intégralDiscovering your soul signature : A 33-day path to purpose, passion, & joy. 2014.
Trouver le texte intégralMatrix, The : Path of Neo(tm) Official Strategy Guide (Bradygames Signature Series Guide). BRADY GAMES, 2005.
Trouver le texte intégralLatour, Melinda. Santana and the Metaphysics of Tone. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199985227.003.0010.
Texte intégralKitses, Jim. Horizons West. Bloomsbury Publishing Plc, 2007. http://dx.doi.org/10.5040/9781838711276.
Texte intégralLiechty, Edward A., et Martin M. Fisher, dir. Coding for Pediatrics, 2016. 21e éd. American Academy of Pediatrics, 2015. http://dx.doi.org/10.1542/9781581109597.
Texte intégralLiechty, Edward A., Cindy Hughes et Becky Dolan, dir. Coding for Pediatrics, 2014. American Academy of Pediatrics, 2013. http://dx.doi.org/10.1542/9781581108354.
Texte intégralChapitres de livres sur le sujet "Path signatures"
Wang, Chenyang, Ling Luo et Uwe Aickelin. « Quasi-Periodicity Detection via Repetition Invariance of Path Signatures ». Dans Advances in Knowledge Discovery and Data Mining, 301–13. Cham : Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-33383-5_24.
Texte intégralNeginhal, Mradula, Khaled Harfoush et Harry Perros. « Measuring Bandwidth Signatures of Network Paths ». Dans NETWORKING 2007. Ad Hoc and Sensor Networks, Wireless Networks, Next Generation Internet, 1072–83. Berlin, Heidelberg : Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-72606-7_92.
Texte intégralHuang, Zi, Xiaofang Zhou, Heng Tao Shen et Dawei Song. « 3D Protein Structure Matching by Patch Signatures ». Dans Lecture Notes in Computer Science, 528–37. Berlin, Heidelberg : Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11827405_52.
Texte intégralOliveira, Dario Augusto Borges, et Matheus Palhares Viana. « Using 1D Patch-Based Signatures for Efficient Cascaded Classification of Lung Nodules ». Dans Patch-Based Techniques in Medical Imaging, 67–75. Cham : Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-00500-9_8.
Texte intégralFermanian, Adeline, Jiawei Chang, Terry Lyons et Gérard Biau. « The Insertion Method to Invert the Signature of a Path ». Dans Recent Advances in Econometrics and Statistics, 575–95. Cham : Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-61853-6_29.
Texte intégralSong, Sung Keun, Hee Yong Youn et Kang Shin Lee. « A New Digital Signature and Certificate Architecture with Shortest Certification Path ». Dans Lecture Notes in Computer Science, 1–12. Berlin, Heidelberg : Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24693-0_1.
Texte intégralLy Van, B., S. Garcia-Salicetti et B. Dorizzi. « Fusion of HMM’s Likelihood and Viterbi Path for On-line Signature Verification ». Dans Biometric Authentication, 318–31. Berlin, Heidelberg : Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-25976-3_29.
Texte intégralZhang, Xin, Jiale Cheng, Hao Ni, Chenyang Li, Xiangmin Xu, Zhengwang Wu, Li Wang, Weili Lin, Dinggang Shen et Gang Li. « Infant Cognitive Scores Prediction with Multi-stream Attention-Based Temporal Path Signature Features ». Dans Medical Image Computing and Computer Assisted Intervention – MICCAI 2020, 134–44. Cham : Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-59728-3_14.
Texte intégralShin, Hakgene, Heeju Lee et Jaewoo Chang. « A Concatenated Signature Scheme on Path Dictionary for Query Processing of Composite Objects ». Dans OOIS’97, 44–54. London : Springer London, 1998. http://dx.doi.org/10.1007/978-1-4471-1525-0_5.
Texte intégralIgnatidis, Panagiotis, Henrik von der Haar, Christoph Hennecke et Friedrich Dinkelacker. « Impact of Mixing on the Signature of Combustor Defects ». Dans Regeneration of Complex Capital Goods, 95–113. Cham : Springer International Publishing, 2024. http://dx.doi.org/10.1007/978-3-031-51395-4_6.
Texte intégralActes de conférences sur le sujet "Path signatures"
Oppeneer, Martien, Piet Bijl, Judith Dijk, Miranda van Iersel et Johan-Martijn ten Hove. « Target acquisition modeling over the exact optical path : extending the EOSTAR TDA with the TOD sensor performance model ». Dans Target and Background Signatures, sous la direction de Karin U. Stein et Ric Schleijpen. SPIE, 2017. http://dx.doi.org/10.1117/12.2278848.
Texte intégralMorley, Sam, et Terry Lyons. « RoughPy ». Dans Python in Science Conference. SciPy, 2024. http://dx.doi.org/10.25080/dxwy3560.
Texte intégralMoore, Paul, Theodor-Mihai Iliant, Filip-Alexandru Ion, Yue Wu et Terry Lyons. « Path Signatures for Non-Intrusive Load Monitoring ». Dans ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2022. http://dx.doi.org/10.1109/icassp43922.2022.9747285.
Texte intégralZhang, Ze, Sunghyun Park et Scott Mahlke. « Path Sensitive Signatures for Control Flow Error Detection ». Dans LCTES '20 : 21st ACM SIGPLAN/SIGBED Conference on Languages, Compilers, and Tools for Embedded Systems. New York, NY, USA : ACM, 2020. http://dx.doi.org/10.1145/3372799.3394360.
Texte intégralWilson, David J., R. Burt Dedmon, W. W. Montgomery et C. E. Craven. « Doppler Signatures of Hard Targets ». Dans Coherent Laser Radar. Washington, D.C. : Optica Publishing Group, 1987. http://dx.doi.org/10.1364/clr.1987.tha4.
Texte intégralLoch, Adrian, David Meier et Matthias Hollick. « How did you get here ? PHY-layer path signatures ». Dans 2014 IEEE 15th International Symposium on "A World of Wireless, Mobile and Multimedia Networks" (WoWMoM). IEEE, 2014. http://dx.doi.org/10.1109/wowmom.2014.6919019.
Texte intégralFlanigan, Edward, Arkan Abdulrahman et Spyros Tragoudas. « Sequential Path Delay Fault Identification Using Encoded Delay Propagation Signatures ». Dans 2008 9th International Symposium of Quality of Electronic Design (ISQED). IEEE, 2008. http://dx.doi.org/10.1109/isqed.2008.4479811.
Texte intégralChen, Yangjun, Yong Shi et Yibin Chen. « Tree inclusion algorithm, signatures and evaluation of path-oriented queries ». Dans the 2006 ACM symposium. New York, New York, USA : ACM Press, 2006. http://dx.doi.org/10.1145/1141277.1141521.
Texte intégralHaderlein, Jonas F., Andre D. H. Peterson, Parvin Zarei Eskikand, Mark J. Cook, Anthony N. Burkitt, David B. Grayden et Iven M. Y. Mareels. « Revisiting Seizure Prediction with Path Signatures : the Limitations of System Identification ». Dans 2024 Australian & New Zealand Control Conference (ANZCC). IEEE, 2024. http://dx.doi.org/10.1109/anzcc59813.2024.10432829.
Texte intégralVarma, Nakul, Sujit Jadhav, Kumar Manish, Ravi Chandak, Avdesh Negi, Ajay Jha et Avinash Bohra. « Horizontal Sucker Rod Pumping Wells – Novel Unconventional Dyna Card Signatures Interpretation for Pump & ; Rod Run-life Optimisation ». Dans Asia Pacific Unconventional Resources Symposium. SPE, 2023. http://dx.doi.org/10.2118/217279-ms.
Texte intégralRapports d'organisations sur le sujet "Path signatures"
Simandl, G. J., R. J. D'Souza, S. Paradis et J. Spence. Rare-earth element content of carbonate minerals in sediment-hosted Pb-Zn deposits, southern Canadian Rocky Mountains. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/328001.
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