A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection
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Cited by:
- Damian Kisiel & Denise Gorse, 2022. "Portfolio Transformer for Attention-Based Asset Allocation," Papers 2206.03246, arXiv.org.
- Damian Kisiel & Denise Gorse, 2022. "Axial-LOB: High-Frequency Trading with Axial Attention," Papers 2212.01807, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2021-11-15 (Big Data)
- NEP-CMP-2021-11-15 (Computational Economics)
- NEP-CWA-2021-11-15 (Central and Western Asia)
- NEP-RMG-2021-11-15 (Risk Management)
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