Imanol Pérez Arribas

According to our database, Imanol Pérez Arribas authored at least 9 papers between 2018 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Double-Execution Strategies Using Path Signatures.

Álvaro Cartea, Imanol Pérez Arribas, Leandro Sánchez-Betancourt

SIAM J. Financial Math., December, 2022

2020

Signatures in machine learning and finance.

Imanol Pérez Arribas

PhD thesis, 2020

Optimal Execution with Rough Path Signatures.

Jasdeep Kalsi, Terry J. Lyons, Imanol Pérez Arribas

SIAM J. Financial Math., 2020

A Data-driven Market Simulator for Small Data Environments.

Hans Bühler, Blanka Horvath, Terry J. Lyons, Imanol Pérez Arribas, Ben Wood

CoRR, 2020

Anomaly detection on streamed data.

Thomas Cochrane, Peter Foster, Terry J. Lyons, Imanol Pérez Arribas

CoRR, 2020

Sig-SDEs model for quantitative finance.

Imanol Pérez Arribas, Cristopher Salvi, Lukasz Szpruch

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019

Deep Signatures.

Patric Bonnier, Patrick Kidger, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons

CoRR, 2019

Deep Signature Transforms.

Patrick Kidger, Patric Bonnier, Imanol Pérez Arribas, Cristopher Salvi, Terry J. Lyons

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

2018

Labelling as an unsupervised learning problem.

Terry J. Lyons, Imanol Pérez Arribas

CoRR, 2018