Signatures in machine learning and finance by Perez Arribas, I

Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures by Lyons, T, Nejad, S, Perez Arribas, I

Non-parametric pricing and hedging of exotic derivatives by Lyons, T, Nejad, S, Perez Arribas, I

Optimal execution with rough path signatures by Kalsi, J, Lyons, T, Perez Arribas, I

Double-execution strategies using path signatures by Cartea, Á, Pérez Arribas, I, Sánchez-Betancourt, L

A data-driven market simulator for small data environments by Bühler, H, Horvath, B, Lyons, T, Perez Arribas, I, Wood, B

Deep signature transforms by Bonnier, P, Kidger, P, Perez Arribas, I, Salvi, C, Lyons, T