10 citations · 13 across the 2 of their papers we have counts for
2 papers
econ.EM2023★ 3 cited
Nowcasting using regression on signatures
Samuel N. Cohen, Giulia Mantoan, Lars Nesheim +3
We introduce a new method of nowcasting using regression on path signatures. Path signatures capture the geometric properties of sequential data. Because signatures embed observati…
cs.LG2021★ 10 cited
Neural Controlled Differential Equations for Online Prediction Tasks
James Morrill, Patrick Kidger, Lingyi Yang +1
Neural controlled differential equations (Neural CDEs) are a continuous-time extension of recurrent neural networks (RNNs), achieving state-of-the-art (SOTA) performance at modelli…