Can the shape of how two prices move together tell us something a simple statistic can't? Maybe.
Research implementation of Longstaff-Schwartz Monte Carlo for path-dependent American options with polynomial, ridge, and signature-based continuation features.
Reproducible MSc research pipeline for music recommendation with path signatures, collaborative baselines, and statistical evaluation.
A formalisation of Rough Path Theory in Lean4
Unsupervised segmentation and identification of syllables in birdsong
Personal research project on sliding-window and fading-memory signatures for electricity-demand forecasting.
Replication code and results for "Scale or speed? When do path signatures improve volatility-regime forecasts?" (Lyu & Lee)
Causal, rolling-window path-signature features for financial time series, with O(1)-per-tick sliding-window updates from the group structure of the tensor algebra
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