A generalised signature method for multivariate time series feature extraction by Morrill, J, Fermanian, A, Kidger, P, Lyons, T

The insertion method to invert the signature of a path by Fermanian, A, Chang, J, Lyons, T, Biau, G

New directions in the applications of rough path theory by Fermanian, A, Lyons, T, Morrill, J, Salvi, C