Discovery Early Career Researcher Award - Grant ID: DE210101352

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DE210101352

Funding Status
Active

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Funded Activity Summary

Inverting the Signature Transform for Rough Paths and Random Processes. The signature transform provides an effective summary of the essential information encoded in multidimensional paths that are highly oscillatory and involve complicated randomness. The main goal of this project is to develop new algorithmic methods to reconstruct rough paths and random processes from the signature transform at various quantitative levels. This project expects to make theoretical breakthrough on the significant open problem of signature inversion, thereby advancing knowledge in the areas of rough path theory and stochastic analysis. The newly developed methods will be utilised in combination with the emerging signature-based approach to study important problems in financial data analysis and visual speech recognition.

Funded Activity Details

Start Date: 12-07-2021

End Date: 11-07-2024

Funding Scheme: Discovery Early Career Researcher Award

Funding Amount: $330,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Probability Theory | Ordinary Differential Equations, Difference Equations and Dynamical Systems | Stochastic Analysis and Modelling | Statistics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in the Information and Computing Sciences | Expanding Knowledge in the Mathematical Sciences

Other Keywords

Expanding Knowledge in the Information and Computing Sciences | Expanding Knowledge in the Mathematical Sciences | Ordinary Differential Equations, Difference Equations and Dynamical Systems | Probability Theory | Statistics | Stochastic Analysis and Modelling

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