Joel Ong, Dorien Herremans. Constructing time-series momentum portfolios with deep multi-task learning. Expert Syst. Appl., 230:120587, November 2023. [doi]
@article{OngH23,
title = {Constructing time-series momentum portfolios with deep multi-task learning},
author = {Joel Ong and Dorien Herremans},
year = {2023},
month = {November},
doi = {10.1016/j.eswa.2023.120587},
url = {https://doi.org/10.1016/j.eswa.2023.120587},
researchr = {https://researchr.org/publication/OngH23},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {230},
pages = {120587},
}