A formalisation of Rough Path Theory in Lean4
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Jul 5, 2026 - Lean
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path-signatures
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Personal research project on sliding-window and fading-memory signatures for electricity-demand forecasting.
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Aug 7, 2026 - HTML
Can the shape of how two prices move together tell us something a simple statistic can't? Maybe.
python quant quantitative-finance algorithmic-trading pairs-trading statistical-arbitrage rough-paths yfinance levy-area path-signatures
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Mar 10, 2026 - Python
Causal, rolling-window path-signature features for financial time series, with O(1)-per-tick sliding-window updates from the group structure of the tensor algebra
python machine-learning streaming time-series scikit-learn quantitative-finance realized-volatility quant-research path-signatures rough-path-theory
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Aug 7, 2026 - Python
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