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16th March 2021
09:30 to 10:00 Zoom Room Opens, Informal Networking
10:00 to 10:05 Welcome and Introduction Jane Leeks (Newton Gateway to Mathematics)
Session 1: Examples of Rough Paths in Action
10:05 to 10:35 Rough Paths – Streamed Data Terry Lyons (University of Oxford), (The Alan Turing Institute)
10:35 to 10:55 Early Warning System for Sepsis Detection Hao Ni (University College London), (The Alan Turing Institute)
Session 2: Understanding Clouds of Paths and Their Applications
10:55 to 11:25 Inference from Evolving Populations: Agriculture Maud Lemercier (University of Warwick), (The Alan Turing Institute)
11:25 to 11:40 Tea & Coffee Break
11:40 to 12:10 Inference from trees: Cybersecurity Thomas . (GCHQ)
12:10 to 12:40 Inferring cancer characteristics from Trees of Genetic Mutations Chris Salvi (University of Oxford)
To Be Confirmed (TRACERx)
12:40 to 13:40 Lunch
Session 3: Log Signatures and Controlled Differential Equations
13:40 to 14:05 Neural Controlled Differential Equations Patrick Kidger (University of Oxford)
14:05 to 14:30 Log Signatures and Neural Controlled Differential Equations James Morrill (University of Oxford)
14:30 to 14:55 Software - Snippets and Code: an Accessible Pipeline Peter Foster (The Alan Turing Institute)
14:55 to 15:10 Tea & Coffee Break
Session 4: Applications & Challenges – End-Users Perspectives
15:10 to 15:30 Internet of Things – Challenges in Sequential Multi-Modal Data To Be Confirmed
15:30 to 15:50 Finance Hans Buehler (JP Morgan)
15:50 to 16:10 A Data-Driven Market Simulator for Small Data Environments Blanka Horvath (King's College London), (JP Morgan)
Ben Wood (JP Morgan)
16:10 to 16:30 Questions, Discussion and Wrap-up