Cover Image

DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ong, Joel, Herremans, Dorien
Format:	Preprint
Published:	2024
Subjects:	Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
by: Zou, Yanzhao, et al.
Published: (2022)

Smart Timing for Mining: A Deep Learning Framework for Bitcoin Hardware ROI Prediction
by: Wickramasinghe, Sithumi, et al.
Published: (2025)

Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models
by: Herremans, Dorien, et al.
Published: (2022)

A Deep Learning Framework for Medium-Term Covariance Forecasting in Multi-Asset Portfolios
by: Reis, Pedro, et al.
Published: (2025)

Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
by: Di Wang, Albert, et al.
Published: (2025)

Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments
by: Han, Jeong Yu, et al.
Published: (2022)

SonicVerse: Multi-Task Learning for Music Feature-Informed Captioning
by: Chopra, Anuradha, et al.
Published: (2025)

From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
by: Li, Chi-Lin, et al.
Published: (2023)

Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
by: Cheng, Qishuo, et al.
Published: (2024)

SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization
by: Pan, Jinfeng, et al.
Published: (2026)

Towards Unified Music Emotion Recognition across Dimensional and Categorical Models
by: Kang, Jaeyong, et al.
Published: (2025)

Portfolio Optimization under Recursive Utility via Reinforcement Learning
by: Chang, Minkey
Published: (2026)

Comparative Evaluation of Modern Deep Learning Methodologies for Portfolio Optimization
by: Ozechi, Samuel, et al.
Published: (2026)

Learning Explainable Stock Predictions with Tweets Using Mixture of Experts
by: Xu, Wenyan, et al.
Published: (2025)

Deep Declarative Risk Budgeting Portfolios
by: Parra-Diaz, Manuel, et al.
Published: (2025)

AT-MoE: Adaptive Task-planning Mixture of Experts via LoRA Approach
by: Li, Xurui, et al.
Published: (2024)

Integrated Prediction and Multi-period Portfolio Optimization
by: Linghu, Yuxuan, et al.
Published: (2025)

Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)

DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
by: Zhong, Jianyuan, et al.
Published: (2024)

A Unifying Approach for the Pricing of Debt Securities
by: Vachon, Marie-Claude, et al.
Published: (2024)

Deep Reinforcement Learning for Long-Short Portfolio Optimization
by: Huang, Gang, et al.
Published: (2020)

Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
by: Lu, Chung I
Published: (2023)

Multi-objective Portfolio Optimization Via Gradient Descent
by: Oliva, Christian, et al.
Published: (2025)

Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
by: Dalen, Shaw
Published: (2025)

A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024)

Multi-Agent Regime-Conditioned Diffusion (MARCD) for CVaR-Constrained Portfolio Decisions
by: Alzahrani, Ali Atiah
Published: (2025)

Financial News-Driven LLM Reinforcement Learning for Portfolio Management
by: Unnikrishnan, Ananya
Published: (2024)

Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios
by: Choudhary, Himanshu, et al.
Published: (2025)

Optimization Method of Multi-factor Investment Model Driven by Deep Learning for Risk Control
by: Li, Ruisi, et al.
Published: (2025)

MIGA: Mixture-of-Experts with Group Aggregation for Stock Market Prediction
by: Yu, Zhaojian, et al.
Published: (2024)

Cryptocurrency Portfolio Management with Reinforcement Learning: Soft Actor--Critic and Deep Deterministic Policy Gradient Algorithms
by: Paykan, Kamal
Published: (2025)

Surrogate Structure-Specific Probabilistic Dynamic Responses of Bridge Portfolios using Deep Learning with Partial Information
by: Ning, Chunxiao, et al.
Published: (2025)

Enhanced Momentum with Momentum Transformers
by: Mason, Max, et al.
Published: (2024)

MTPNet: Multi-Grained Target Perception for Unified Activity Cliff Prediction
by: Shu, Zishan, et al.
Published: (2025)

Generative Multi-Form Bayesian Optimization
by: Guo, Zhendong, et al.
Published: (2025)

Multi-Objective Multi-mode Time-Cost Tradeoff modeling in Construction Projects Considering Productivity Improvement
by: Mohammadjafari, Ali, et al.
Published: (2024)

Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection
by: Huh, Jeonggyu, et al.
Published: (2026)

Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets
by: Bui, Duc, et al.
Published: (2026)

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)