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：

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

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