09:50 to 10:00 | Zoom Room Opens | |||
10:00 to 10:05 | Welcome and Introduction | Jane Leeks (Newton Gateway to Mathematics) | ||
Session 1: Examples of Rough Paths in Action (Chair: Jane Leeks) | 10:05 to 10:35 | Rough Paths – Streamed Data | Terry Lyons (University of Oxford), (The Alan Turing Institute) | |
10:35 to 11:00 | Early Warning System for Sepsis Detection Using Signature-Based Machine Learning Models | Hao Ni (University College London), (The Alan Turing Institute) | ||
Session 2: Understanding Clouds of Paths and Their Applications (Chair: Thomas Cass) | 11:00 to 11:25 | Inference from Evolving Populations: Agriculture | Maud Lemercier (University of Warwick), (The Alan Turing Institute) | |
11:25 to 11:45 | Tea & Coffee Break | |||
11:45 to 12:10 | Inference from trees: Cybersecurity | Thomas . (GCHQ) | ||
12:10 to 12:35 | Decision Making with Lung Cancer Trees of Genetic Mutations |
Cris Salvi (University of Oxford) Ariana Huebner (TRACERx) |
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12:35 to 13:35 | Lunch | |||
Session 3: Log Signatures and Controlled Differential Equations (Chair: Harald Oberhauser) | 13:35 to 14:00 | Neural Controlled Differential Equations | Patrick Kidger (University of Oxford) | |
14:00 to 14:25 | Log Signatures and Neural Controlled Differential Equations | James Morrill (University of Oxford) | ||
14:25 to 14:50 | Path Signature Example Notebooks | Peter Foster (The Alan Turing Institute) | ||
14:50 to 15:10 | Tea & Coffee Break | |||
Session 4: Applications & Challenges – End-Users Perspectives (Chair: Terry Lyons) | 15:10 to 15:35 | A Data-Driven Market Simulator for Small Data Environments |
Blanka Horvath (King's College London), (JP Morgan) Magnus Wiese (University of Kaiserslautern) Blanka Horvath (King's College London), (JP Morgan) Magnus Wiese (University of Kaiserslautern) |
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15:35 to 16:00 | Deep hedging: Learning Risk-Neutral Implied Volatility Dynamics | Hans Buehler (JP Morgan) | ||
16:00 to 16:30 | Break-Out Rooms - Questions and Discussion |