Terry Lyons

affiliation not provided to SSRN

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Generating Financial Markets With Signatures

Number of pages: 9 Posted: 28 Aug 2020 Last Revised: 01 Jun 2021
JP Morgan, ETH Zürich - Department of Mathematics, affiliation not provided to SSRN, University of Oxford - Mathematical Institute and JP Morgan Chase
Downloads 2,362 (8,993)
Citation 2

Abstract:

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market generator, signatures, rough path theory, neural networks

2.

A Data-Driven Market Simulator for Small Data Environments

Number of pages: 12 Posted: 14 Jul 2020 Last Revised: 01 Jun 2021
JP Morgan, ETH Zürich - Department of Mathematics, affiliation not provided to SSRN, University of Oxford - Mathematical Institute and JP Morgan Chase
Downloads 825 (43,846)
Citation 4

Abstract:

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