| Deep signature transforms P Kidger, P Bonnier, I Perez Arribas, C Salvi, T Lyons Advances in Neural Information Processing Systems 32, 2019 | 136 | 2019 |
| A signature-based machine learning model for distinguishing bipolar disorder and borderline personality disorder IP Arribas, GM Goodwin, JR Geddes, T Lyons, KEA Saunders Translational psychiatry 8 (1), 274, 2018 | 127 | 2018 |
| A data-driven market simulator for small data environments H Buehler, B Horvath, T Lyons, IP Arribas, B Wood arXiv preprint arXiv:2006.14498, 2020 | 74 | 2020 |
| Optimal execution with rough path signatures J Kalsi, T Lyons, IP Arribas SIAM Journal on Financial Mathematics 11 (2), 470-493, 2020 | 48 | 2020 |
| Sig-SDEs model for quantitative finance IP Arribas, C Salvi, L Szpruch Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020 | 44 | 2020 |
| Derivatives pricing using signature payoffs IP Arribas arXiv preprint arXiv:1809.09466, 2018 | 38 | 2018 |
| Non-parametric pricing and hedging of exotic derivatives T Lyons, S Nejad, I Perez Arribas Applied Mathematical Finance 27 (6), 457-494, 2020 | 28 | 2020 |
| Double-execution strategies using path signatures Á Cartea, IP Arribas, L Sánchez-Betancourt SIAM Journal on Financial Mathematics 13 (4), 1379-1417, 2022 | 22* | 2022 |
| Generating financial markets with signatures H Buehler, B Horvath, T Lyons, I Perez Arribas, B Wood Available at SSRN 3657366, 2020 | 22 | 2020 |
| Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures T Lyons, S Nejad, I Perez Arribas Applied Mathematical Finance 26 (6), 583-597, 2019 | 19* | 2019 |
| Anomaly detection on streamed data T Cochrane, P Foster, T Lyons, IP Arribas | 2 | 2020 |
| Signatures in machine learning and finance IP Arribas University of Oxford, 2020 | 2 | 2020 |
| Labelling as an unsupervised learning problem T Lyons, IP Arribas arXiv preprint arXiv:1805.03911, 2018 | 2 | 2018 |
| Signatures in machine learning and finance I Perez Arribas University of Oxford, 2020 | 1 | 2020 |
