activity
20202023
most citedUnified Signature Cumulants and Generalized Magnus Expansions

11 citations · 17 across the 5 of their papers we have counts for

collaborators

7 papers

eess.SP2023★ 1 cited

Unlocking the diagnostic potential of electrocardiograms through information transfer from cardiac magnetic resonance imaging

Özgün Turgut, Philip Müller, Paul Hager +5

Cardiovascular diseases (CVD) can be diagnosed using various diagnostic modalities. The electrocardiogram (ECG) is a cost-effective and widely available diagnostic aid that provide…

cs.CV2023★ 3 cited

Best of Both Worlds: Multimodal Contrastive Learning with Tabular and Imaging Data

Paul Hager, Martin J. Menten, Daniel Rueckert

Medical datasets and especially biobanks, often contain extensive tabular data with rich clinical information in addition to images. In practice, clinicians typically have less dat…

math.PR2021

Optimal stopping with signatures

Christian Bayer, Paul Hager, Sebastian Riedel +1

We propose a new method for solving optimal stopping problems (such as American option pricing in finance) under minimal assumptions on the underlying stochastic process . We co…

math.PR2021★ 11 cited

Unified Signature Cumulants and Generalized Magnus Expansions

Peter K. Friz, Paul Hager, Nikolas Tapia

The signature of a path can be described as its full non-commutative exponential. Following T. Lyons we regard its expectation, the expected signature, as path space analogue of th…

math.OC2020

Reinforced optimal control

Christian Bayer, Denis Belomestny, Paul Hager +3

Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the appro…

math.PR2020★ 2 cited

The Multiplicative Chaos of Fractional Brownian Fields

Paul Hager, Eyal Neuman

We consider a family of fractional Brownian fields on , where denotes their Hurst parameter. We first define a rich class of normalizin…

math.OC2020

Randomized optimal stopping algorithms and their convergence analysis

Christian Bayer, Denis Belomestny, Paul Hager +2

In this paper we study randomized optimal stopping problems and consider corresponding forward and backward Monte Carlo based optimisation algorithms. In particular we prove the co…