%0 Conference Paper %1 conf/icaif/TongN0TC23 %A Tong, Anh %A Nguyen-Tang, Thanh %A Lee, Dongeun %A Tran, Toan M. %A Choi, Jaesik %B ICAIF %D 2023 %I ACM %K dblp %P 124-132 %T SigFormer: Signature Transformers for Deep Hedging. %U http://dblp.uni-trier.de/db/conf/icaif/icaif2023.html#TongN0TC23

@inproceedings{conf/icaif/TongN0TC23, added-at = {2023-12-10T00:00:00.000+0100}, author = {Tong, Anh and Nguyen-Tang, Thanh and Lee, Dongeun and Tran, Toan M. and Choi, Jaesik}, biburl = {https://www.bibsonomy.org/bibtex/273d3bf80e8592c2ad08a36add9d72259/dblp}, booktitle = {ICAIF}, crossref = {conf/icaif/2023}, ee = {https://doi.org/10.1145/3604237.3626841}, interhash = {fb7fa37c3580aa258346480aa11cb1ae}, intrahash = {73d3bf80e8592c2ad08a36add9d72259}, keywords = {dblp}, pages = {124-132}, publisher = {ACM}, timestamp = {2024-04-10T00:06:01.000+0200}, title = {SigFormer: Signature Transformers for Deep Hedging.}, url = {http://dblp.uni-trier.de/db/conf/icaif/icaif2023.html#TongN0TC23}, year = 2023 }