Enhancing Time Series Momentum Strategies Using Deep Neural Networks
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Cited by:
- Zihao Zhang & Stefan Zohren & Stephen Roberts, 2019. "Deep Reinforcement Learning for Trading," Papers 1911.10107, arXiv.org.
- Zihao Zhang & Stefan Zohren & Stephen Roberts, 2020. "Deep Learning for Portfolio Optimization," Papers 2005.13665, arXiv.org, revised Jan 2021.
- Trent Spears & Stefan Zohren & Stephen Roberts, 2020. "Investment sizing with deep learning prediction uncertainties for high-frequency Eurodollar futures trading," Papers 2007.15982, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2019-04-15 (Big Data)
- NEP-CMP-2019-04-15 (Computational Economics)
- NEP-PAY-2019-04-15 (Payment Systems and Financial Technology)
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