Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection

28 May 2021

Papers citing "Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection"

2 / 2 papers shown

Title
GPflow: A Gaussian process library using TensorFlow A. G. Matthews Mark van der Wilk T. Nickson Keisuke Fujii A. Boukouvalas Pablo León-Villagrá Zoubin Ghahramani J. Hensman GP 70 664 0 27 Oct 2016
Bayesian Online Changepoint Detection Ryan P. Adams D. MacKay 200 768 0 19 Oct 2007