Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Saly-Kaufmann, Adir, Wood, Kieran, Peter-Calliess, Jan, Zohren, Stefan
Format:	Preprint
Published:	2026
Subjects:	Trading and Market Microstructure Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.01820