Citation

If you found this library useful in your research, please consider citing the paper.

@inproceedings{kidger2021signatory,
  title={{S}ignatory: differentiable computations of the signature and logsignature transforms, on both {CPU} and {GPU}},
  author={Kidger, Patrick and Lyons, Terry},
  booktitle={International Conference on Learning Representations},
  year={2021},
  note={\url{https://github.com/patrick-kidger/signatory}}
}