Iterated-sums signature, quasisymmetric functions and time series analysis
From MaRDI portal
Publication:2199889
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
quasisymmetric functionsHoffman's exponentialhalf-shufflesiterated integral- and sum-signaturesshuffle and quasi-shuffle Hopf algebras
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
- Unnamed Item
- Quasi-shuffle products revisited
- Free quasi-symmetric functions and descent algebras for wreath products, and noncommutative multi-symmetric functions
- Lie elements and an algebra associated with shuffles
- Differential equations driven by rough signals
- Duality between quasi-symmetric functions and the Solomon descent algebra
- Quasi-shuffle products
- Multidimensional Stochastic Processes as Rough Paths
- The algebra of iterated stochastic integrals
- An Introduction to Quasisymmetric Schur Functions
- Iterated Integrals and Exponential Homomorphisms†