# name
El mètode de la signatura i aplicacions a dades de tipus financer

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Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2024, Director: José Manuel Corcuera Valverde

# metadata.dc.description.abstract[].value
[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 (TFG) - Matemàtiques

# metadata.dc.title[].value
El mètode de la signatura i aplicacions a dades de tipus financer