Iterated-sums signature, quasisymmetric functions and time series analysis

zbMath1447.05236MaRDI QIDQ2199889

Joscha Diehl, Nikolas Tapia, Kurusch Ebrahimi-Fard

Publication date: 14 September 2020

Published in: Séminaire Lotharingien de Combinatoire (Search for Journal in Brave)

Full work available at URL: http://www.mat.univie.ac.at/~slc/wpapers/FPSAC2020//86.html

zbMATH Keywords

quasisymmetric functionsHoffman's exponentialhalf-shufflesiterated integral- and sum-signaturesshuffle and quasi-shuffle Hopf algebras

Mathematics Subject Classification ID

Symmetric functions and generalizations (05E05) Hopf algebras and their applications (16T05) Connections of Hopf algebras with combinatorics (16T30) Combinatorial aspects of groups and algebras (05E16)

Related Items

Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions, New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)

Cites Work

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