Contact Info

business@vinai.io

Follow VinAI on

ML ICAIF

SigFormer: Signature Transformers for Deep Hedging

October 1, 2023
Abstract PDF

Overall

4 minutes

Anh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan Tran, Jaesik Choi
ICAIF 2023
Download PDF

Share Article

Related publications

ML NeurIPS Top Tier
Optimal Transport Model Distributional Robustness
October 4, 2023

Van-Anh Nguyen, Trung Le, Anh Tuan Bui, Thanh-Toan Do, Dinh Phung

ML NeurIPS Top Tier
Flat Seeking Bayesian Neural Networks
October 4, 2023

Van-Anh Nguyen, Tung-Long Vuong, Hoang Phan, Thanh-Toan Do, Dinh Phung, Trung Le

ML NeurIPS Top Tier
Model and Feature Diversity for Bayesian Neural Networks in Mutual Learning
October 4, 2023

Cuong Pham, Cuong C. Nguyen, Trung Le, Dinh Phung, Gustavo Carneiro, Thanh-Toan Do

ML ICAIF Top Tier
SigFormer: Signature Transformers for Deep Hedging
October 1, 2023

Anh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan Tran, Jaesik Choi