Signature Methods in Finance

Edited by Christian Bayer (), Goncalo dos Reis (), Blanka Horvath () and Harald Oberhauser ()

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2026
ISBN: 978-3-031-97239-3
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Chapters in this book:

A Primer on the Signature Method in Machine Learning

Ilya Chevyrev and Andrey Kormilitzin

An Introduction to Tensors for Path Signatures

Jack Beda, Gonçalo dos Reis and Nikolas Tapia

The Signature Kernel

Darrick Lee and Harald Oberhauser

Market Generators: A Paradigm Shift in Financial Modeling

Blanka Horvath, Jonathan Plenk and Milena Vuletić

Signature Maximum Mean Discrepancy Two-Sample Statistical Tests

Andrew Alden, Blanka Horvath and Zacharia Issa

Signature and the Functional Taylor Expansion

Bruno Dupire and Valentin Tissot-Daguette

Signature-Based Models in Finance

Christa Cuchiero, Guido Gazzani, Janka Möller and Sara Svaluto-Ferro

Signature Trading Strategies

Owen Futter and Magnus Wiese

Optimal Stopping for Non-Markovian Asset Price Processes

Christian Bayer, Paul P. Hager and Sebastian Riedel

Adapted Topologies and Higher-Rank Signatures

Chong Liu and Gudmund Pammer

On Expected Signatures and Signature Cumulants in Semimartingale Models

Peter K. Friz, Paul P. Hager and Nikolas Tapia

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-031-97239-3

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DOI: 10.1007/978-3-031-97239-3

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