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Cryptocurrency sectorization through clustering and web-scraping : application to systematic trading
Mahdavi-Damghani, Babak; Fraser, Robert; Howell, James; … - In: The journal of financial data science 4 (2022) 1, pp. 158-179
Persistent link: https://www.econbiz.de/10014232641
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Enhancing cross-sectional currency strategies by context-aware learning to rank with self-attention
Poh, Daniel; Lim, Bryan; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 4 (2022) 3, pp. 89-107
Persistent link: https://www.econbiz.de/10014232761
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Slow momentum with fast reversion : a trading strategy using deep learning and changepoint detection
Wood, Kieran; Roberts, Stephen; Zohren, Stefan - In: The journal of financial data science 4 (2022) 1, pp. 111-129
Persistent link: https://www.econbiz.de/10014232626
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Investment sizing with deep learning prediction uncertainties for high-frequency eurodollar futures trading
Spears, Trent; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 3 (2021) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10012486253
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Building cross-sectional systematic strategies by learning to rank
Poh, Daniel; Lim, Bryan; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 3 (2021) 2, pp. 70-86
Persistent link: https://www.econbiz.de/10012519246
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View fusion vis-à-vis a Bayesian interpretation of black-litterman for portfolio allocation
Spears, Trent; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 5 (2023) 3, pp. 23-49
Persistent link: https://www.econbiz.de/10014423669
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Spatio-temporal momentum : jointly learning time-series and cross-sectional strategies
Tan, Wee Ling; Roberts, Stephen; Zohren, Stefan - In: The journal of financial data science 5 (2023) 3, pp. 107-129
Persistent link: https://www.econbiz.de/10014424123