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 1 1 1 33 3 5 19 124
A Functional Approach to FBSDEs and Its Application in Optimal Portfolios 0 0 0 22 0 1 8 87
Extracting information from the signature of a financial data stream 0 0 1 48 0 1 19 161
Learning from the past, predicting the statistics for the future, learning an evolving system 0 0 5 75 1 2 37 255
Nonparametric pricing and hedging of exotic derivatives 0 0 1 15 0 2 12 51
Numerical method for model-free pricing of exotic derivatives using rough path signatures 0 0 0 13 1 2 13 58
Optimal execution with rough path signatures 0 0 0 16 0 2 50 119
Rough paths, Signatures and the modelling of functions on streams 0 1 3 25 2 6 45 158
Total Working Papers 1 2 11 247 7 21 203 1,013

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 1 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 0 8 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 2 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 0 1 7 30
Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures 0 0 0 7 1 2 7 26
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 2 8 26 308
Total Journal Articles 0 1 4 155 3 17 108 509

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 2 7 18 18
A Data-Driven Market Simulator for Small Data Environments 0 0 0 0 1 1 2 2
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 0 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 0 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 3 9 45 81

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Statistics updated 2026-10-11