Related papers: Discrete signature varieties
Over the past decade, the importance of the 1D signature which can be seen as a functional defined along a path, has been pivotal in both path-wise stochastic calculus and the analysis of time series data. By considering an image as a…
We apply numerical algebraic geometry to the invariant-theoretic problem of detecting symmetries between two plane algebraic curves. We describe an efficient equality test which determines, with "probability-one", whether or not two…
We provide a data-driven algorithm to classify market regimes for time series. We utilise the path signature, encoding time series into easy-to-describe objects, and provide a metric structure which establishes a connection between…
We elucidate physical aspects of path signatures by formulating randomised path developments within the framework of matrix models in quantum field theory. Using tools from physics, we introduce a new family of randomised path developments…
This is a survey note of the author's observations on the discrete-time analogues of It\^o formulas.
We study the discrete logarithm problem for the multiplicative group and for elliptic curves over a finite field by using a lifting of the corresponding object to an algebraic number field and global duality. We introduce the…
Differential calculus on discrete sets is developed in the spirit of noncommutative geometry. Any differential algebra on a discrete set can be regarded as a `reduction' of the `universal differential algebra' and this allows a systematic…
Chow varieties are a parameter space for cycles of a given variety of a given codimension and degree. We construct their analog for differential algebraic varieties with differential algebraic subvarieties, answering a question of Gao, Li…
This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…
In this article we address the problem of separation of shape and time components in time series. The concept ofshape that we tackle is termed temporally neutral to consider that it may possibly exist outside of any temporal specification,…
A `discrete differential manifold' we call a countable set together with an algebraic differential calculus on it. This structure has already been explored in previous work and provides us with a convenient framework for the formulation of…
We study the differential symmetric signature, an invariant of rings of finite type over a field, introduced in a previous work by the authors in an attempt to find a characteristic-free analogue of the F-signature. We compute the…
A natural oriented (2k+2)-chain in CP^{2k+1} with boundary twice RP^{2k+1}, its complex shade, is constructed. Via intersection numbers with the shade, a new invariant, the shade number of k-dimensional subvarieties with normal vector…
Community detection for time series without prior knowledge poses an open challenge within complex networks theory. Traditional approaches begin by assessing time series correlations and maximizing modularity under diverse null models.…
In this paper, we propose a novel generalisation of the signature of a path, motivated by fractional calculus, which is able to describe the solutions of linear Caputo controlled FDEs. We also propose another generalisation of the…
We introduce the notions of tree-like path and tree-like equivalence between paths and prove that the latter is an equivalence relation for paths of finite length. We show that the equivalence classes form a group with some similarity to a…
We introduce signature payoffs, a family of path-dependent derivatives that are given in terms of the signature of the price path of the underlying asset. We show that these derivatives are dense in the space of continuous payoffs, a result…
The sequence of moments of a vector-valued random variable can characterize its law. We study the analogous problem for path-valued random variables, that is stochastic processes, by using so-called robust signature moments. This allows us…
The signature of a membrane is a sequence of tensors whose entries are iterated integrals. We study algebraic properties of membrane signatures, with a focus on signature matrices of polynomial and piecewise bilinear membranes. Generalizing…
In this article we consider linear codes coming from skew-symmetric determinantal varieties, which are defined by the vanishing of minors of a certain fixed size in the space of skew-symmetric matrices. In odd characteristic, the minimum…