12 citations · 30 across the 12 of their papers we have counts for
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cs.LG2023★ 6 cited
SigFormer: Signature Transformers for Deep Hedging
Anh Tong, Thanh Nguyen-Tang, Dongeun Lee +2
Deep hedging is a promising direction in quantitative finance, incorporating models and techniques from deep learning research. While giving excellent hedging strategies, models in…
cs.LG2023
CASUAL: Conditional Support Alignment for Domain Adaptation with Label Shift
Anh T Nguyen, Lam Tran, Anh Tong +2
Unsupervised domain adaptation (UDA) refers to a domain adaptation framework in which a learning model is trained based on the labeled samples on the source domain and unlabeled on…