Description

Book Synopsis

- Part I: Introduction to Signatures in Machine Learning.- A Primer on the Signature Method in Machine Learning.- An Introduction to Tensors for Path Signatures.- The Signature Kernel.- Part II: Applications of Signatures.- Market Generators: A Paradigm Shift in Financial Modeling.- Signature Maximum Mean Discrepancy Two-Sample Statistical Tests.- Signature and the Functional Taylor Expansion.- Signature-Based Models in Finance.- Signature Trading Strategies.- Optimal Stopping for Non-Markovian Asset Price Processes.- Adapted Topologies and Higher-Rank Signatures.- On Expected Signatures and Signature Cumulants in Semimartingale Models.

Signature Methods in Finance

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    A Paperback by Christian Bayer

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      View other formats and editions of Signature Methods in Finance by Christian Bayer

      Publisher: Springer
      Publication Date: 15/09/2025
      ISBN13: 9783031972386, 978-3031972386
      ISBN10:

      Description

      Book Synopsis

      - Part I: Introduction to Signatures in Machine Learning.- A Primer on the Signature Method in Machine Learning.- An Introduction to Tensors for Path Signatures.- The Signature Kernel.- Part II: Applications of Signatures.- Market Generators: A Paradigm Shift in Financial Modeling.- Signature Maximum Mean Discrepancy Two-Sample Statistical Tests.- Signature and the Functional Taylor Expansion.- Signature-Based Models in Finance.- Signature Trading Strategies.- Optimal Stopping for Non-Markovian Asset Price Processes.- Adapted Topologies and Higher-Rank Signatures.- On Expected Signatures and Signature Cumulants in Semimartingale Models.

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