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ENTITY Exponentially Weighted Signature

Exponentially Weighted Signature

PulseAugur coverage of Exponentially Weighted Signature — every cluster mentioning Exponentially Weighted Signature across labs, papers, and developer communities, ranked by signal.

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  1. TOOL · CL_275562 ·

    New Exponentially Weighted Signature Model Extends State-Space Models

    Researchers have introduced the exponentially weighted signature (EWS), a novel continuous-time model that extends state-space models (SSMs) by computing iterated integrals of a path with increments weighted by a learna…