SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wu, Xianglin, Hammouda, Chiheb Ben, Oosterlee, Cornelis W.
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2512.15088