Dataset Groups Activity Stream SigFormer dataset The dataset used in the paper SigFormer: Signature Transformers for Deep Hedging BibTex: @dataset{Anh_Tong_and_Thanh_Nguyen-Tang_and_Dongeun_Lee_and_Toan_Tran_and_Jaesik_Choi_2024, abstract = {The dataset used in the paper SigFormer: Signature Transformers for Deep Hedging}, author = {Anh Tong and Thanh Nguyen-Tang and Dongeun Lee and Toan Tran and Jaesik Choi}, doi = {10.57702/kw0ey32m}, institution = {No Organization}, keyword = {'Deep Learning', 'Financial Hedging', 'Time Series Analysis'}, month = {dec}, publisher = {TIB}, title = {SigFormer dataset}, url = {https://service.tib.eu/ldmservice/dataset/sigformer-dataset}, year = {2024} }
