Summary
I am a third year Research Postgraduate in the Mathematical Finance Section of Imperial College London, supervised by Professor Thomas Cass. I am part of the Oxford-Imperial EPSRC CDT in Mathematics of Random Systems: Analysis, Modelling and Algorithms. I am interested in the signature, an object arising from Rough Path theory, which has found recent success in its application to data science and mathematical finance. My research concerns several theoretical aspects of the signature, from asymptotics to related topologies on quotient spaces, as well as practical uses in numerical methods for SDEs and generative modelling.
Publications
Journals
Cass T, Turner W, 2024, Topologies on unparameterised path space, Journal of Functional Analysis, Vol:286, ISSN:0022-1236
Cass T, Messadene R, Turner WF, 2023, Signature asymptotics, empirical processes, and optimal transport, Electronic Journal of Probability, Vol:28, ISSN:1083-6489, Pages:1-29