This is the origin Pytorch implementation of SIT in the following paper: SIGNATURE-INFORMED TRANSFORMER FOR ASSET ALLOCATION. 0_get_sig_data_all.py – pre‑computes signature and cross‑signature ...
Download the dataset here, and unzip the dataset to polyps/data. We use a similar dataset as PraNet, with improved pre-processing and filtering of duplicates. See polyps/process_data.ipynb for details ...
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