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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/211340
El mètode de la signatura i aplicacions a dades de tipus financer
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[en] The signature captures a non-parametric characteristic of a data stream that has been previously transformed into a path through an embedding algorithm.
In this work, we will introduce the signature method, which consists of embedding a data stream into a path to hen use its signature as a feature in machine learning problems.
First, we will define the signature of a path and present its most important properties.
Then, we will explore different ways of embedding data streams into a continuous path and examine the application of this method to financial time series data.
Finally, we will see how we can implement a supervised machine learning model based on signatures.
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Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2024, Director: José Manuel Corcuera Valverde
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COTS MAÑAS, David. El mètode de la signatura i aplicacions a dades de tipus financer. [consulted: 15 of August of 2026]. Available at: https://hdl.handle.net/2445/211340