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Publication Detail
QuantNet: transferring learning across trading strategies
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Publication Type:Journal article
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Publication Sub Type:Article
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Authors:Koshiyama A, Blumberg SB, Firoozye N, Treleaven P, Flennerhag S
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Publisher:ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
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Publication date:03/12/2021
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Journal:QUANTITATIVE FINANCE
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Status:Published
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Print ISSN:1469-7688
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Language:English
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Keywords:Social Sciences, Science & Technology, Physical Sciences, Business, Finance, Economics, Mathematics, Interdisciplinary Applications, Social Sciences, Mathematical Methods, Business & Economics, Mathematics, Mathematical Methods In Social Sciences, Transfer learning, Trading strategies, Deep learning, Sequential transfer-learning, Parameter-based transfer, Backtest overfitting, CONCEPT DRIFT, PREDICTION, MULTITASK, NETWORKS, PERFORMANCE, PORTFOLIO
Abstract
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