Concepedia

Imanol Pérez Arribas

IP

Statistics

Publications

9

Citations

249

H-Index

9

Active since

2018

Affiliations

University of Oxford(Current)

Mathematical Institute of the Slovak Academy of Sciences

The Alan Turing Institute

ETH Zurich

JPMorgan Chase & Co (United States)

Imanol Pérez Arribas is an author at University of Oxford specializing in engineering, computer science, and finance.

Top concepts

Publications per year

2018–2022

8

Publications

9

Deep Signature Transforms

Patric Bonnier, Patrick Kidger, Imanol Pérez Arribas et al. · arXiv (Cornell University) · 2019 · 53 citations · Full text

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A Data-Driven Market Simulator for Small Data Environments

Hans Buehler, Blanka Horvath, Terry Lyons et al. · SSRN Electronic Journal · 2020 · 49 citations · Full text

Optimal execution with rough path signatures

Imanol Pérez Arribas · Oxford University Research Archive (ORA) (University of Oxford) · 39 citations

Deep Signature Transforms

Patrick Kidger, Patric Bonnier, Imanol Pérez Arribas et al. · Oxford University Research Archive (ORA) (University of Oxford) · 2019 · 35 citations · Full text

Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures

Terry Lyons, Sina Nejad, Imanol Pérez Arribas · Applied Mathematical Finance · 2019 · 22 citations

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