Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning

被引:0
|
作者
Ong, Joel [1 ]
Herremans, Dorien [1 ]
机构
[1] Singapore University of Technology and Design, 8 Somapah Rd, Singapore,487372, Singapore
来源
SSRN | 2022年
关键词
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
D O I
暂无
中图分类号
学科分类号
摘要
Costs - Deep neural networks - Learning algorithms - Learning systems - Linearization - Momentum - Network architecture - Time series
引用
收藏
相关论文
共 50 条
  • [21] Cancer Classification with Multi-task Deep Learning
    Liao, Qing
    Jiang, Lin
    Wang, Xuan
    Zhang, Chunkai
    Ding, Ye
    2017 INTERNATIONAL CONFERENCE ON SECURITY, PATTERN ANALYSIS, AND CYBERNETICS (SPAC), 2017, : 76 - 81
  • [22] Deep Learning for Multi-task Plant Phenotyping
    Pound, Michael P.
    Atkinson, Jonathan A.
    Wells, Darren M.
    Pridmore, Tony P.
    French, Andrew P.
    2017 IEEE INTERNATIONAL CONFERENCE ON COMPUTER VISION WORKSHOPS (ICCVW 2017), 2017, : 2055 - 2063
  • [23] Multi-task Deep Learning for Image Understanding
    Yu, Bo
    Lane, Ian
    2014 6TH INTERNATIONAL CONFERENCE OF SOFT COMPUTING AND PATTERN RECOGNITION (SOCPAR), 2014, : 37 - 42
  • [24] Deep Asymmetric Multi-task Feature Learning
    Lee, Hae Beom
    Yang, Eunho
    Hwang, Sung Ju
    INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 80, 2018, 80
  • [25] Multi-task learning with Attention : Constructing auxiliary tasks for learning to learn
    Li, Benying
    Dong, Aimei
    2021 IEEE 33RD INTERNATIONAL CONFERENCE ON TOOLS WITH ARTIFICIAL INTELLIGENCE (ICTAI 2021), 2021, : 145 - 152
  • [26] Co-evolutionary multi-task learning for dynamic time series prediction
    Chandra, Rohitash
    Ong, Yew-Soon
    Goh, Chi-Keong
    APPLIED SOFT COMPUTING, 2018, 70 : 576 - 589
  • [27] Driver Steering Behaviour Modelling Based on Neuromuscular Dynamics and Multi-Task Time-Series Transformer
    Xing, Yang
    Hu, Zhongxu
    Mo, Xiaoyu
    Hang, Peng
    Li, Shujing
    Liu, Yahui
    Zhao, Yifan
    Lv, Chen
    AUTOMOTIVE INNOVATION, 2024, 7 (01) : 45 - 58
  • [28] Driver Steering Behaviour Modelling Based on Neuromuscular Dynamics and Multi-Task Time-Series Transformer
    Yang Xing
    Zhongxu Hu
    Xiaoyu Mo
    Peng Hang
    Shujing Li
    Yahui Liu
    Yifan Zhao
    Chen Lv
    Automotive Innovation, 2024, 7 : 45 - 58
  • [29] Adversarial Learning Guided Task Relatedness Refinement for Multi-Task Deep Learning
    Fang, Yuchun
    Cai, Sirui
    Cao, Yiting
    Li, Zhengchen
    Zhang, Zhaoxiang
    IEEE TRANSACTIONS ON MULTIMEDIA, 2023, 25 : 6946 - 6957
  • [30] Optimization of Deep Reinforcement Learning with Hybrid Multi-Task Learning
    Varghese, Nelson Vithayathil
    Mahmoud, Qusay H.
    2021 15TH ANNUAL IEEE INTERNATIONAL SYSTEMS CONFERENCE (SYSCON 2021), 2021,