Imanol Perez Arribas

Publication Activity (10 Years)

Years Active: 2018-2020
Publications (10 Years): 7

Top Topics

Unsupervised Learning

Detecting Anomalies

Signature Verification

Top Venues

SIAM J. Financial Math.

Publications

Hans Bühler, Blanka Horvath, Terry J. Lyons, Imanol Perez Arribas, Ben Wood
A Data-driven Market Simulator for Small Data Environments. CoRR (2020)
Jasdeep Kalsi, Terry J. Lyons, Imanol Perez Arribas
Optimal Execution with Rough Path Signatures. SIAM J. Financial Math. 11 (2) (2020)
Thomas Cochrane, Peter Foster, Terry J. Lyons, Imanol Perez Arribas
Anomaly detection on streamed data. CoRR (2020)
Imanol Perez Arribas, Cristopher Salvi, Lukasz Szpruch
Sig-SDEs model for quantitative finance. ICAIF (2020)
Patrick Kidger, Patric Bonnier, Imanol Perez Arribas, Cristopher Salvi, Terry J. Lyons
Deep Signature Transforms. NeurIPS (2019)
Patric Bonnier, Patrick Kidger, Imanol Perez Arribas, Cristopher Salvi, Terry J. Lyons
Deep Signatures. CoRR (2019)
Terry J. Lyons, Imanol Perez Arribas
Labelling as an unsupervised learning problem. CoRR (2018)