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1. tensordev tensordev Public

   JAX-based tensor algebra library for signatures, free developments, Volterra signatures and inner product-kernels thereof.

   Python 5 1

2. sigControl sigControl Public

   Approximating stochastic optimal control problems with signatures.

   Jupyter Notebook 3 1

3. roughprix roughprix Public

   European option pricing in the rough Heston model, with a Taylor expansion in the Hurst exponent H (Python, JAX)

   Jupyter Notebook 1 1

4. levymmd levymmd Public

   Signature Maximum Discrepancy for Levy Rough Paths

   Python