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  1. fractional_neural_sde fractional_neural_sde Public

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

    Jupyter Notebook 13 1

  2. signax signax Public

    Signax: Signature computation in JAX

    Python 25 3

  3. sigformer sigformer Public

    SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)

    Jupyter Notebook 11 1