2 papers
cs.LG2026
Probabilistic Signature Inversion: Learning Conditional Distributions from Truncated Signatures
Junoh Kang, Kiseop Lee, Bohyung Han
The signature transform is a principled feature map for continuous-time paths, valued for its uniqueness and universality. Recovering a path from its truncated signature is, howeve…
q-fin.MF2025
A Topological Approach to Parameterizing Deep Hedging Networks
Alok Das, Kiseop Lee
Deep hedging uses recurrent neural networks to hedge financial products that cannot be fully hedged in incomplete markets. Previous work in this area focuses on minimizing some mea…