Terry Lyons

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

351

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Generating financial markets with signatures

Number of pages: 13
JP Morgan, ETH Zürich - Department of Mathematics, affiliation not provided to SSRN, University of Oxford - Mathematical Institute and JP Morgan Chase
Downloads 297

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: 27 Posted: 14 Jul 2020
JP Morgan, ETH Zürich - Department of Mathematics, affiliation not provided to SSRN, University of Oxford - Mathematical Institute and JP Morgan Chase
Downloads 54 (414,322)

Abstract:

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