Neural signature kernels as infinite-width-depth-limits of controlled resnets

NM Cirone, M Lemercier… - … Conference on Machine …, 2023 - proceedings.mlr.press
Motivated by the paradigm of reservoir computing, we consider randomly initialized
controlled ResNets defined as Euler-discretizations of neural controlled differential …

Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU

P Kidger, T Lyons - arXiv preprint arXiv:2001.00706, 2020 - arxiv.org
Signatory is a library for calculating and performing functionality related to the signature and
logsignature transforms. The focus is on machine learning, and as such includes features …

Computing on functions using randomized vector representations (in brief)

EP Frady, D Kleyko, CJ Kymn, BA Olshausen… - Proceedings of the …, 2022 - dl.acm.org
Vector space models for symbolic processing that encode symbols by random vectors have
been proposed in cognitive science and connectionist communities under the names Vector …

Approximation bounds for random neural networks and reservoir systems

L Gonon, L Grigoryeva, JP Ortega - The Annals of Applied …, 2023 - projecteuclid.org
This work studies approximation based on single-hidden-layer feedforward and recurrent
neural networks with randomly generated internal weights. These methods, in which only …

Signature-based models: theory and calibration

C Cuchiero, G Gazzani, S Svaluto-Ferro - SIAM journal on financial …, 2023 - SIAM
We consider asset price models whose dynamics are described by linear functions of the
(time extended) signature of a primary underlying process, which can range from a (market …

Joint calibration to SPX and VIX options with signature‐based models

C Cuchiero, G Gazzani, J Möller… - Mathematical …, 2023 - Wiley Online Library
We consider a stochastic volatility model where the dynamics of the volatility are described
by a linear function of the (time extended) signature of a primary process which is supposed …

Designing universal causal deep learning models: The geometric (hyper) transformer

B Acciaio, A Kratsios, G Pammer - Mathematical Finance, 2024 - Wiley Online Library
Several problems in stochastic analysis are defined through their geometry, and preserving
that geometric structure is essential to generating meaningful predictions. Nevertheless, how …

Twin vortex computer in fluid flow

K Goto, K Nakajima, H Notsu - New Journal of Physics, 2021 - iopscience.iop.org
Fluids exist universally in nature and technology. Among the many types of fluid flows is the
well-known vortex shedding, which takes place when a fluid flows past a bluff body. Diverse …

Global universal approximation of functional input maps on weighted spaces

C Cuchiero, P Schmocker, J Teichmann - arXiv preprint arXiv:2306.03303, 2023 - arxiv.org
We introduce so-called functional input neural networks defined on a possibly infinite
dimensional weighted space with values also in a possibly infinite dimensional output …

Quantum reservoir computing in finite dimensions

R Martínez-Peña, JP Ortega - Physical Review E, 2023 - APS
Most existing results in the analysis of quantum reservoir computing (QRC) systems with
classical inputs have been obtained using the density matrix formalism. This paper shows …