Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning
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Cited by:
- Joel Ong & Dorien Herremans, 2024. "DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts," Papers 2406.08742, arXiv.org.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023.
"Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices,"
Working Papers
2023-25, Faculty of Economic Sciences, University of Warsaw.
- Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023. "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Papers 2309.15640, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2023-07-31 (Big Data)
- NEP-CMP-2023-07-31 (Computational Economics)
- NEP-FMK-2023-07-31 (Financial Markets)
- NEP-RMG-2023-07-31 (Risk Management)
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