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Signature Methods in Finance

By Christian Bayer

Signature Methods in Finance

By Christian Bayer

0 - Default Title
Description
- Part I: Introduction to Signatures in Machine Learning.- A Primer on the Signature Method in Machine Learning.- An Introduction to Tensors for Path Signatures.- The Signature Kernel.- Part II: Applications of Signatures.- Market Generators: A Paradigm Shift in Financial Modeling.- Signature Maximum Mean Discrepancy Two-Sample Statistical Tests.- Signature and the Functional Taylor Expansion.- Signature-Based Models in Finance.- Signature Trading Strategies.- Optimal Stopping for Non-Markovian Asset Price Processes.- Adapted Topologies and Higher-Rank Signatures.- On Expected Signatures and Signature Cumulants in Semimartingale Models.
Product details
Binding:
Paperback
Number of Pages:
440
Release Date:
2025-11-09
Publication Date:
2025-11-09
Publisher:
Springer
Languages:
Original: English
ISBN10:
3031972384
ISBN13:
9783031972386
GPSR Manufacturer Reference:
[email protected]
Weight:
663 g
Height:
155 cm
Width:
235 cm
Thickness:
24 cm
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