Enhancement of price trend trading strategies via image-induced importance weights
Fuente:
arXiv
Saved in:
| Main Authors: | Zhu, Zhoufan, Zhu, Ke |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"
by: Yu, Cheng, et al.
Published: (2025)
by: Yu, Cheng, et al.
Published: (2025)
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by: Karzanov, Daniil, et al.
Published: (2025)
by: Karzanov, Daniil, et al.
Published: (2025)
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
by: Korniejczuk, Adam, et al.
Published: (2024)
by: Korniejczuk, Adam, et al.
Published: (2024)
Solving dynamic portfolio selection problems via score-based diffusion models
by: Aghapour, Ahmad, et al.
Published: (2025)
by: Aghapour, Ahmad, et al.
Published: (2025)
NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks
by: Wang, Shunyao, et al.
Published: (2025)
by: Wang, Shunyao, et al.
Published: (2025)
Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training
by: Chattopadhyay, Adhiraj
Published: (2026)
by: Chattopadhyay, Adhiraj
Published: (2026)
Portfolio Management using Deep Reinforcement Learning
by: Pawar, Ashish Anil, et al.
Published: (2024)
by: Pawar, Ashish Anil, et al.
Published: (2024)
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
by: Vallarino, Diego
Published: (2024)
by: Vallarino, Diego
Published: (2024)
Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
by: Li, Zhenglong, et al.
Published: (2024)
by: Li, Zhenglong, et al.
Published: (2024)
Disentangling the sources of cyber risk premia
by: Maréchal, Loïc, et al.
Published: (2024)
by: Maréchal, Loïc, et al.
Published: (2024)
Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits
by: Khurshid, Sabrina, et al.
Published: (2024)
by: Khurshid, Sabrina, et al.
Published: (2024)
Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by: Zhao, Siqiao, et al.
Published: (2024)
by: Zhao, Siqiao, et al.
Published: (2024)
Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
by: Inzirillo, Hugo
Published: (2024)
by: Inzirillo, Hugo
Published: (2024)
Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
by: Habibnia, Ali, et al.
Published: (2024)
by: Habibnia, Ali, et al.
Published: (2024)
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
by: Sun, Ruoyu, et al.
Published: (2024)
by: Sun, Ruoyu, et al.
Published: (2024)
A Case Study of Next Portfolio Prediction for Mutual Funds
by: Thomaz, Guilherme, et al.
Published: (2024)
by: Thomaz, Guilherme, et al.
Published: (2024)
Variable selection for minimum-variance portfolios
by: Moura, Guilherme V., et al.
Published: (2025)
by: Moura, Guilherme V., et al.
Published: (2025)
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
by: Velay, Marc, et al.
Published: (2023)
by: Velay, Marc, et al.
Published: (2023)
Increase Alpha: Performance and Risk of an AI-Driven Trading Framework
by: Ghatak, Sid, et al.
Published: (2025)
by: Ghatak, Sid, et al.
Published: (2025)
Reinforcement Learning for Financial Index Tracking
by: Peng, Xianhua, et al.
Published: (2023)
by: Peng, Xianhua, et al.
Published: (2023)
Financially Guided Deep Portfolio Optimization
by: Fernandes, Rahul, et al.
Published: (2026)
by: Fernandes, Rahul, et al.
Published: (2026)
Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
by: Park, Keon Vin
Published: (2025)
by: Park, Keon Vin
Published: (2025)
Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks
by: Wade, Rylan
Published: (2026)
by: Wade, Rylan
Published: (2026)
Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
by: Liu, Yan, et al.
Published: (2026)
by: Liu, Yan, et al.
Published: (2026)
Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information
by: He, Jinghai, et al.
Published: (2025)
by: He, Jinghai, et al.
Published: (2025)
Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
by: Gao, Xuefeng, et al.
Published: (2025)
by: Gao, Xuefeng, et al.
Published: (2025)
A comprehensive review and analysis of different modeling approaches for financial index tracking problem
by: Dhingra, Vrinda, et al.
Published: (2026)
by: Dhingra, Vrinda, et al.
Published: (2026)
On Evaluating Loss Functions for Stock Ranking: An Empirical Analysis With Transformer Model
by: Kwiatkowski, Jan, et al.
Published: (2025)
by: Kwiatkowski, Jan, et al.
Published: (2025)
skfolio: Portfolio Optimization in Python
by: Nicolini, Carlo, et al.
Published: (2025)
by: Nicolini, Carlo, et al.
Published: (2025)
Enhancing Portfolio Optimization with Deep Learning Insights
by: Luo, Brandon, et al.
Published: (2026)
by: Luo, Brandon, et al.
Published: (2026)
Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading
by: Lu, Longfei
Published: (2025)
by: Lu, Longfei
Published: (2025)
Climate AI for Corporate Decarbonization Metrics Extraction
by: Dave, Aditya, et al.
Published: (2024)
by: Dave, Aditya, et al.
Published: (2024)
Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
by: Johansson, Kasper, et al.
Published: (2024)
by: Johansson, Kasper, et al.
Published: (2024)
Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
by: G, Vidya Sagar, et al.
Published: (2025)
by: G, Vidya Sagar, et al.
Published: (2025)
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
by: Cetingoz, Adil Rengim, et al.
Published: (2025)
by: Cetingoz, Adil Rengim, et al.
Published: (2025)
Optimal trend following portfolios
by: Valeyre, Sebastien
Published: (2022)
by: Valeyre, Sebastien
Published: (2022)
Data-Driven Merton's Strategies via Policy Randomization
by: Dai, Min, et al.
Published: (2023)
by: Dai, Min, et al.
Published: (2023)
Robustifying Conditional Portfolio Decisions via Optimal Transport
by: Nguyen, Viet Anh, et al.
Published: (2021)
by: Nguyen, Viet Anh, et al.
Published: (2021)
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
by: Machkour, Jasin, et al.
Published: (2024)
by: Machkour, Jasin, et al.
Published: (2024)
Conformal Predictive Portfolio Selection
by: Kato, Masahiro
Published: (2024)
by: Kato, Masahiro
Published: (2024)
Similar Items
-
Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"
by: Yu, Cheng, et al.
Published: (2025) -
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by: Karzanov, Daniil, et al.
Published: (2025) -
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
by: Korniejczuk, Adam, et al.
Published: (2024) -
Solving dynamic portfolio selection problems via score-based diffusion models
by: Aghapour, Ahmad, et al.
Published: (2025) -
NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks
by: Wang, Shunyao, et al.
Published: (2025)