Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
☆313Jan 11, 2024Updated 2 years ago
Alternatives and similar repositories for signatory
Users that are interested in signatory are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆98Jul 25, 2024Updated 2 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆65Nov 4, 2025Updated last year
- Signax: Signature computation in JAX☆39May 14, 2026Updated 5 months ago
- Iterated integral signature calculations☆125Jun 3, 2026Updated 5 months ago
- esig python package☆55Dec 17, 2024Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Code for: "A Generalised Signature Method for Time Series"☆66Jul 6, 2023Updated 3 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆125May 11, 2021Updated 5 years ago
- A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.☆52Jun 6, 2025Updated last year
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆51May 23, 2023Updated 3 years ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆59Jul 6, 2021Updated 5 years ago
- ☆19Dec 10, 2023Updated 2 years ago
- Foundations and Applications☆105Jun 16, 2020Updated 6 years ago
- Differentiable controlled differential equation solvers for PyTorch with GPU support and memory-efficient adjoint backpropagation.☆497Updated this week
- Code for "Neural Controlled Differential Equations for Irregular Time Series" (Neurips 2020 Spotlight)☆723Oct 22, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆13Dec 8, 2022Updated 3 years ago
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆20Oct 23, 2023Updated 3 years ago
- Example applications of path signatures☆44Apr 17, 2026Updated 6 months ago
- This C++ headers only library provides tools for manipulating elements of algebras; the tensor algebra, free lie algebra etc. Early versi…☆17Jul 24, 2023Updated 3 years ago
- Code for "Log Neural Controlled Differential Equations" (ICML 2024) and "Structured Linear CDEs" (NeurIPS 2025, Spotlight)☆33Jul 24, 2026Updated 3 months ago
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆42Oct 19, 2022Updated 4 years ago
- Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/☆2,122Sep 6, 2026Updated 2 months ago
- Code for "'Hey, that's not an ODE:' Faster ODE Adjoints via Seminorms" (ICML 2021)☆93Oct 19, 2022Updated 4 years ago
- Signature Kernel Computation Using Power Series☆12Oct 16, 2026Updated 3 weeks ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Differentiable SDE solvers with GPU support and efficient sensitivity analysis.☆1,727Dec 30, 2024Updated last year
- ☆31Aug 5, 2023Updated 3 years ago
- Probabilistic Solution of Differential Equations☆13Jun 19, 2022Updated 4 years ago
- repo for paper: Adaptive Checkpoint Adjoint (ACA) method for gradient estimation in neural ODE☆57Mar 13, 2021Updated 5 years ago
- Code for "Generalised Interpretable Shapelets for Irregular Time Series"☆54Jul 6, 2023Updated 3 years ago
- ☆11Apr 14, 2022Updated 4 years ago
- Fast path signatures, log signatures, and signature kernels with PyTorch, JAX, and CUDA support☆27Updated this week
- A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods☆1,583May 2, 2024Updated 2 years ago
- ☆18Oct 25, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆35Feb 15, 2022Updated 4 years ago
- Elegant easy-to-use neural networks + scientific computing in JAX. https://docs.kidger.site/equinox/☆2,999Oct 25, 2026Updated last week
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆62Jan 5, 2023Updated 3 years ago
- Code for "Latent ODEs for Irregularly-Sampled Time Series" paper☆600Dec 3, 2020Updated 5 years ago
- FRUITS - Feature Extraction Using Iterated Sums☆13Jul 2, 2025Updated last year
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- ☆37Jul 1, 2020Updated 6 years ago