예비 대학원생의 논문 리뷰 뽀개기

SigFormer: Signature Transformers for Deep HedgingAnh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan Tran, and Jaesik Choi. 2023. SigFormer: Signature Transformers for Deep Hedging. In 4th ACM International Conference on AI in Finance (ICAIF ’23), November 27–29, 2023, Brooklyn, NY, USA. ACM, New York, NY, USA, 9 pages. https://doi.org/10. 1145/3604237.36268411. 연구 문제 (Problem Statement)이 논문은 deep h..

Barancikova, Barbora, Zhuoyue Huang와/과Cristopher Salvi. “SigDiffusions: Score-Based Diffusion Models for Time Series via Log-Signature Embeddings”. Conference paper presented at The Thirteenth International Conference on Learning Representations. 2024년. https://openreview.net/forum?id=Y8KK9kjgIK1. 문제 설정 (Problem)목표는 긴 길이(long-horizon)·다변량(multivariate) time series를 고품질로 생성하는 generative model을 설계..