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Model-free portfolio theory: A rough path approach.
Allan AL, Cuchiero C, Liu C, Prömel DJ. Allan AL, et al. Among authors: cuchiero c. Math Financ. 2023 Jul;33(3):709-765. doi: 10.1111/mafi.12376. Epub 2023 Jan 24. Math Financ. 2023. PMID: 38505114 Free PMC article.
Discrete-Time Signatures and Randomness in Reservoir Computing.
Cuchiero C, Gonon L, Grigoryeva L, Ortega JP, Teichmann J. Cuchiero C, et al. IEEE Trans Neural Netw Learn Syst. 2022 Nov;33(11):6321-6330. doi: 10.1109/TNNLS.2021.3076777. Epub 2022 Oct 27. IEEE Trans Neural Netw Learn Syst. 2022. PMID: 34038370