2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.ML2023
On Consistency of Signature Using Lasso
Xin Guo, Binnan Wang, Ruixun Zhang +1
Signatures are iterated path integrals of continuous and discrete-time processes, and their universal nonlinearity linearizes the problem of feature selection in time series data a…
q-fin.CP2008★ 2 cited
Graphical models for correlated defaults
I. Onur Filiz, Xin Guo, Jason Morton +1
A simple graphical model for correlated defaults is proposed, with explicit formulas for the loss distribution. Algebraic geometry techniques are employed to show that this model i…