Associates

Lingyi Yang

University of Nottingham

View website

Selected Publications

Working Paper
Nowcasting using regression on signatures

We introduce a new method of nowcasting using regression on path signatures. Path signatures capture the […]

Samuel N. Cohen, Giulia Mantoan, Lars Nesheim, Áureo de Paula, Arthur Turrell, Lingyi Yang
6 October 2026 | CWP17/26
1