Summary
This two-day workshop brings together researchers at the interface of rough path theory, stochastic analysis, and dynamical systems, with a focus on real-world applications in fields such as machine learning, mathematical finance, and physics. It aims to bridge the gap between recent theoretical advances and their practical implementation in modelling systems driven by irregular, noisy, or high-dimensional signals.
The programme will feature 14 invited talks and foster interdisciplinary dialogue between academic researchers and industry practitioners. Special emphasis will be placed on emerging tools such as the signature method, reservoir computing, and rough path theory, as well as on the challenges of adapting these techniques to data-driven and computationally demanding environments.
The workshop is financially supported by the Heilbronn Institute for Mathematical Research (through the UKRI's Additional Funding Programme for Mathematical Sciences delivered by EPSRC), the Applied Probability Trust, the Isaac Newton Institute Network on "Mathematical Data Science for Materials Science” and the University of Liverpool.
Organisers
Horatio Boedihardjo (University of Warwick)
Youness Boutaib (University of Liverpool)
Yue Wu (University of Strathclyde)
If you have any questions, please send an email to "youness.boutaib |at> liverpool |dot> ac |dot> uk"
Venue
Lecture Theatre D
Central Teaching Hub
Liverpool, L69 7BX
United Kingdom