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A Càdlàg Rough Path Foundation for Robust Finance

Publication: A Càdlàg Rough Path Foundation for Robust Finance. Published Sep 9, 2021.

Research & Papers
arxiv.orgPublished Sep 9, 2021
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Overview

Publication: A Càdlàg Rough Path Foundation for Robust Finance. Published Sep 9, 2021.

Publication information

Publication title
A Càdlàg Rough Path Foundation for Robust Finance
Authors
Andrew L. Allan, Chong Liu, David J. Prömel
Published
Sep 9, 2021
Last publication revision
May 2, 2023
Venue / journal
Finance Stoch. 28 (2024), no.1, 215--257
Subject areas
math.PR, q-fin.MF
Publication source
arxiv.org · abs/2109.04225v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2109.04225 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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