This is a summary of links featured on Quantocracy on Sunday, 05/14/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Rough Path Theory and Signatures Applied To Quantitative Finance – Part 1 [Quant Start]To date QuantStart has generally written on topics that are applicable to the beginner or intermediate quant practitioner. However we have recently begun to receive requests from academics and advanced practitioners asking for more content on research-level topics. This is the first in a new series of posts written by Imanol Prez, a PhD researcher in Mathematics at Oxford University, UK, and a