Marco Rauscher

My main focus of research is related to the signature which is a mathematical tool to encode multidimensional processes or time series. It takes elements in the tensor space and consists of iterated integrals against the process. In this way, we can encode essential characteristics of the underlying process which can be used as features for machine learning models for example. In this context we investigate the behavior of the Signature w.r.t. to different sampling techniques and approximations of the paths.