We present a unified theory for Mahalanobis-type anomaly detection on Banach spaces,
using ideas from Cameron-Martin theory applied to non-Gaussian measures. This approach …

Randomised signature has been proposed as a flexible and easily implementable
alternative to the well-established path signature. In this article, we employ randomised …

Deep learning algorithms have long been implemented in financial industry for pricing,
return prediction and so on. However, some complicated models may lead to expensive …