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"Constructing time-series momentum portfolios with deep multi-task learning."

Joel Ong, Dorien Herremans (2023)

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DOI: 10.1016/J.ESWA.2023.120587

access: closed

type: Journal Article

metadata version: 2023-07-07

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Joel Ong, Dorien Herremans:
Constructing time-series momentum portfolios with deep multi-task learning. Expert Syst. Appl. 230: 120587 (2023)

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