2026 Terry Lyons: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	45	1450	1246	102	89	193	9904

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

1450

1246

102

193

9904

Overview

Terry Lyons is affiliated with the University of Oxford in the United Kingdom. Their research primarily spans the field of Computer Science, with a focus on several specialized subfields including Artificial Intelligence, Signal Processing, Computer Vision and Pattern Recognition, Statistical and Nonlinear Physics, and Statistics and Probability.

The scholar's recent published work covers a range of topics and applications related to time series analysis and machine learning. Key recent papers include:

Neural Controlled Differential Equations for Irregular Time Series (2020), published in arXiv (Cornell University)
The Alzheimer's Disease Prediction Of Longitudinal Evolution (TADPOLE) Challenge: Results after 1 Year Follow-up (2021), published in The Journal of Machine Learning for Biomedical Imaging
Utilization of the Signature Method to Identify the Early Onset of Sepsis From Multivariate Physiological Time Series in Critical Care Monitoring (2020), published in Critical Care Medicine
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU (2020), published in arXiv (Cornell University)
A Data-Driven Market Simulator for Small Data Environments (2020), published in SSRN Electronic Journal

The topics that Terry Lyons explores in their work include:

Time Series Analysis and Forecasting
Neural Networks and Applications
Model Reduction and Neural Networks
Machine Learning in Healthcare
Stochastic processes and financial applications
Complex Systems and Time Series Analysis
Music and Audio Processing

Terry Lyons frequently collaborates with a core group of coauthors, which includes:

Patrick Kidger
Cristopher Salvi
James Morrill
Yue Wu
Maud Lemercier

Regarding publication venues, Terry Lyons has a substantial body of work published in several outlets, notably:

arXiv (Cornell University)
SSRN Electronic Journal
Computing in cardiology
Scientific Reports
PLoS ONE

Best Publications

Differential equations driven by rough signals

Terry J. Lyons

1734
Citations
System Control and Rough Paths

Terry Lyons;Zhongmin Qian

772
Citations
Uncertain volatility and the risk-free synthesis of derivatives

T. J. Lyons

502
Citations
Differential Equations Driven by Rough Paths

T. J. Lyons;Michael J. Caruana;Thierry Lévy;École d'été de probabilités de Saint-Flour

443
Citations
Cubature on Wiener space

Terry Lyons;Nicolas Victoir

300
Citations
Function theory, random paths and covering spaces

Terry Lyons;Dennis Sullivan

273
Citations
Uniqueness for the signature of a path of bounded variation and the reduced path group

Ben M. Hambly;Terry J. Lyons

271
Citations
Neural Controlled Differential Equations for Irregular Time Series

Patrick Kidger;James Morrill;James Foster;Terry J. Lyons

232
Citations
Variable step size control in the numerical solution of stochastic differential equations

J. G. Gaines;T. J. Lyons

212
Citations
A Simple Criterion for Transience of a Reversible Markov Chain

Terry Lyons

210
Citations
DIFFERENTIAL EQUATIONS DRIVEN BY ROUGH SIGNALS (I): AN EXTENSION OF AN INEQUALITY OF L. C. YOUNG

Terry Lyons

187
Citations
Universal Approximation with Deep Narrow Networks.

Patrick Kidger;Terry J. Lyons

161
Citations
Random generation of stochastic area integrals

J. G. Gaines;T. J. Lyons

146
Citations
Decomposition of Dirichlet Processes and its Application

T. J. Lyons;T. S. Zhang

129
Citations
An extension theorem to rough paths

Terry Lyons;Nicolas Victoir

127
Citations
A particle approximation of the solution of the Kushner–Stratonovitch equation

D. Crisan;T. Lyons

126
Citations
Rough paths, Signatures and the modelling of functions on streams

Terry Lyons

124
Citations
The signature of a rough path: Uniqueness

Horatio Boedihardjo;Xi Geng;Terry Lyons;Danyu Yang

121
Citations
Convergence of a branching particle method to the solution of the Zakai equation

Dan Crisan;Jessica Gaines;Terry Lyons

120
Citations
Random forest prediction of Alzheimer's disease using pairwise selection from time series data

P. J. Moore;T. J. Lyons;J. Gallacher

108
Citations
Stochastic finance. an introduction in discrete time

Terry J. Lyons

88
Citations

Frequent Co-Authors

Ben Hambly University of Oxford

Dan Crisan Imperial College London

Lianwen Jin South China University of Technology

John R. Geddes University of Oxford

James E. Foster George Washington University

Michael Röckner Bielefeld University

Paul J. Harrison University of Oxford

John Gallacher University of Oxford

Guy M. Goodwin University of Oxford

Cordelia Schmid French Institute for Research in Computer Science and Automation - INRIA

External Links

Wikipedia of Terry Lyons Personal website of Terry Lyons

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