Signature-Based Models: Theory and Calibration.

Christa Cuchiero Guido Gazzani Sara Svaluto-Ferro

Published in: SIAM J. Financial Math. (2023)

Keyphrases

computational models
probabilistic model
model selection
mathematical models
accurate models
machine learning
information retrieval
artificial intelligence
three dimensional
case study
hidden markov models
computational model
network intrusion detection
general theory
theoretical models
hand eye coordination