Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection.

Kieran Wood Stephen J. Roberts Stefan Zohren

Published in: CoRR (2021)

Keyphrases

learning rate
deep learning
machine learning
unsupervised learning
unsupervised feature learning
restricted boltzmann machine
data sets
portfolio selection
feature selection
reinforcement learning
weakly supervised
deep architectures