The Signature-Based Model for Early Detection of Sepsis From Electronic Health Records in the Intensive Care Unit. - James Morrill; Andrey Kormilitzin; Alejo J. Nevado-Holgado; Sumanth Swaminathan; Sam Howison; Terry J. Lyons (CinC, 2019)

Neural Controlled Differential Equations for Irregular Time Series. - Patrick Kidger; James Morrill; James Foster; Terry J. Lyons (NeurIPS, 2020)

Generalised Interpretable Shapelets for Irregular Time Series. - Patrick Kidger; James Morrill; Terry J. Lyons (CoRR, 2020)

A Generalised Signature Method for Time Series. - James Morrill; Adeline Fermanian; Patrick Kidger; Terry J. Lyons (CoRR, 2020)

Neural CDEs for Long Time Series via the Log-ODE Method. - James Morrill; Patrick Kidger; Cristopher Salvi; James Foster; Terry J. Lyons (CoRR, 2020)

Neural Rough Differential Equations for Long Time Series. - James Morrill; Cristopher Salvi; Patrick Kidger; James Foster (ICML, 2021)

Neural Controlled Differential Equations for Online Prediction Tasks. - James Morrill; Patrick Kidger; Lingyi Yang; Terry J. Lyons (CoRR, 2021)

On the Choice of Interpolation Scheme for Neural CDEs. - James Morrill; Patrick Kidger; Lingyi Yang; Terry J. Lyons (Trans. Mach. Learn. Res., 2022)

New directions in the applications of rough path theory. - Adeline Fermanian; Terry J. Lyons; James Morrill; Cristopher Salvi (CoRR, 2023)