Universal randomised signatures for generative time series modelling

By Francesca Biagini, Lukas Gonon, Niklas Walter

Published 2024-06-14

Everscope rating

1744.7

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Randomised Signature-based Generative Model. Problem types: Time Series Forecasting, Generative Modeling.

arXiv:2406.10214 · Code · Paper rankings

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