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SigFormer dataset

The dataset used in the paper SigFormer: Signature Transformers for Deep Hedging

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Cite this as

Anh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan Tran, Jaesik Choi (2024). Dataset: SigFormer dataset. https://doi.org/10.57702/kw0ey32m

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Additional Info

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Created December 17, 2024
Last update December 17, 2024
Defined In https://doi.org/10.1145/3604237.3626841
Author Anh Tong
More Authors
Thanh Nguyen-Tang
Dongeun Lee
Toan Tran
Jaesik Choi
Homepage https://doi.org/10.1145/3604237.3626841