Enhancing Time Series Momentum Strategies Using Deep Neural Networks

9 April 2019

Papers citing "Enhancing Time Series Momentum Strategies Using Deep Neural Networks"

8 / 8 papers shown

Title
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies Kieran Wood Samuel Kessler Stephen J. Roberts S. Zohren AI4TS 33 2 0 16 Oct 2023
Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning Joel Ong Dorien Herremans AI4TS 27 6 0 08 Jun 2023
The cross-sectional stock return predictions via quantum neural network and tensor network N. Kobayashi Yoshiyuki Suimon Koichi Miyamoto K. Mitarai AIFin 22 2 0 25 Apr 2023
Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture Kieran Wood Sven Giegerich Stephen J. Roberts S. Zohren AI4TS AIFin 21 21 0 16 Dec 2021
Reinforcement Learning for Quantitative Trading Shuo Sun R. Wang Bo An OffRL AIFin 18 51 0 28 Sep 2021
Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction Liu Ziyin Kentaro Minami Kentaro Imajo 29 4 0 08 Jun 2021
Time Series Forecasting With Deep Learning: A Survey Bryan Lim S. Zohren AI4TS AI4CE 56 1,188 0 28 Apr 2020
Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing Qiong Wu Christopher G. Brinton Zhenghao Zhang A. Pizzoferrato Zhenming Liu Mihai Cucuringu 26 13 0 07 Sep 2019