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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Saly-Kaufmann, Adir, Wood, Kieran, Peter-Calliess, Jan, Zohren, Stefan
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Trading and Market Microstructure Machine Learning
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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