SigFormer: Signature Transformers for Deep Hedging.

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

Published in: CoRR (2023)

Keyphrases

signature verification
signature recognition
transaction costs
option pricing
signature scheme
long term
deep learning
real time
databases
learning algorithm
face recognition
objective function
decision support system
risk management