Trading with the Momentum Transformer: An Intelligent and Interpretable
Architecture

Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture

16 December 2021

Stephen J. Roberts

Papers citing "Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture"

14 / 14 papers shown

Title
Cross-Modal Temporal Fusion for Financial Market Forecasting Yunhua Pei John Cartlidge Anandadeep Mandal Daniel Gold Enrique Marcilio Riccardo Mazzon 39 0 0 18 Apr 2025
FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading Guojun Xiong Zhiyang Deng Keyi Wang Yupeng Cao Haohang Li ... Kaleb Smith Xiao-Yang Liu J. Huang Sophia Ananiadou Qianqian Xie AIFin 165 0 0 20 Feb 2025
Deep Learning for Options Trading: An End-To-End Approach Wee Ling Tan Stephen J. Roberts S. Zohren 25 0 0 31 Jul 2024
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 43 3 0 14 Mar 2024
Conservative Predictions on Noisy Financial Data Omkar Nabar Gautam Shroff 31 3 0 18 Oct 2023
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies Kieran Wood Samuel Kessler Stephen J. Roberts S. Zohren AI4TS 31 2 0 16 Oct 2023
Learning to Learn Financial Networks for Optimising Momentum Strategies Xingyue Pu S. Zohren Stephen J. Roberts Xiaowen Dong AIFin 23 3 0 23 Aug 2023
Network Momentum across Asset Classes Xingyue Pu Stephen J. Roberts Xiaowen Dong S. Zohren AIFin 11 3 0 22 Aug 2023
Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning Joel Ong Dorien Herremans AI4TS 24 6 0 08 Jun 2023
Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models Yichi Zhang Mihai Cucuringu Alexander Y. Shestopaloff S. Zohren AI4TS 17 2 0 11 May 2023
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies Wee Ling Tan Stephen J. Roberts S. Zohren AI4TS AIFin 24 10 0 20 Feb 2023
Neuro-symbolic Meta Reinforcement Learning for Trading S. Harini Gautam M. Shroff A. Srinivasan Prayushi Faldu L. Vig AIFin 32 3 0 15 Jan 2023
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Haoyi Zhou Shanghang Zhang J. Peng Shuai Zhang Jianxin Li Hui Xiong Wan Zhang AI4TS 169 3,885 0 14 Dec 2020
Effective Approaches to Attention-based Neural Machine Translation Thang Luong Hieu H. Pham Christopher D. Manning 218 7,926 0 17 Aug 2015