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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Wu, Xianglin, Hammouda, Chiheb Ben, Oosterlee, Cornelis W.
Formato:	Preprint
Publicado:	2025
Materias:	Machine Learning Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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