Access Statistics for Terry John Lyons

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Data-driven Market Simulator for Small Data Environments 0 0 0 32 2 2 16 121
A Functional Approach to FBSDEs and Its Application in Optimal Portfolios 0 0 0 22 1 1 9 87
Extracting information from the signature of a financial data stream 0 0 1 48 1 1 20 161
Learning from the past, predicting the statistics for the future, learning an evolving system 0 0 7 75 1 2 39 254
Nonparametric pricing and hedging of exotic derivatives 0 0 1 15 2 3 12 51
Numerical method for model-free pricing of exotic derivatives using rough path signatures 0 0 1 13 1 1 13 57
Optimal execution with rough path signatures 0 0 0 16 2 5 51 119
Rough paths, Signatures and the modelling of functions on streams 0 1 3 25 3 8 45 156
Total Working Papers 0 1 13 246 13 23 205 1,006

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Convergence to closed-form distribution for the backward SLEκ at some random times and the phase transition at κ=8 0 0 0 4 0 1 16 24
DECOVID: A UK Two-Center Harmonized Database of Acute Care Electronic Health Records for COVID-19 Research 0 0 0 0 0 2 15 15
Discretely sampled signals and the rough Hoff process 0 0 0 1 0 0 5 19
Early prediction of Lithium-ion cell degradation trajectories using signatures of voltage curves up to 4-minute sub-sampling rates 0 0 0 0 0 1 9 15
Identifying psychiatric diagnosis from missing mood data through the use of log-signature features 0 0 0 0 0 1 5 6
Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1] 0 0 0 4 0 4 7 29
Minimal Entropy Approximations and Optimal Algorithms 0 0 0 4 0 0 5 23
Non-parametric Pricing and Hedging of Exotic Derivatives 0 0 1 5 1 1 7 30
Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures 0 0 0 7 1 1 6 25
Random forest prediction of Alzheimer’s disease using pairwise selection from time series data 0 0 0 2 0 1 7 14
Uncertain volatility and the risk-free synthesis of derivatives 0 1 3 128 3 8 24 306
Total Journal Articles 0 1 4 155 5 20 106 506

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Canonical Signature-Based Feature Set for Multivariate Time Series Classification 0 0 0 0 1 6 16 16
A Data-Driven Market Simulator for Small Data Environments 0 0 0 0 0 1 1 1
Calculus for multiplicative functionals, Itô’s formula and differential equations 0 0 0 0 0 0 4 4
Cubature on Wiener Space Continued 0 0 1 12 0 1 8 36
Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition 0 0 0 0 0 0 1 1
Efficient and Practical Implementations of Cubature on Wiener Space 0 0 0 0 1 1 3 3
Smooth Rough Paths and the Applications 0 0 0 1 0 0 3 11
The Insertion Method to Invert the Signature of a Path 0 0 0 0 0 0 6 6
Total Chapters 0 0 1 13 2 9 42 78

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Statistics updated 2026-09-10