Anh Tong

icon indicating a website link https://anh-tong.github.io/

icon company Korea University icon location Seoul, Korea

Results 3 repositories owned by Anh Tong

fractional_neural_sde

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Fractional White Noises for Neural Stochastic Differential Equations (NeurIPS 2022)

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sigformer

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SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)

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signax

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Signax: Signature computation in JAX

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