6 citations · 12 across the 2 of their papers we have counts for
2 papers
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…
stat.ML2016★ 6 cited
Automatic Generation of Probabilistic Programming from Time Series Data
Anh Tong, Jaesik Choi
Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages ma…