Constructing time-series momentum portfolios with deep multi-task learning.
Joel OngDorien HerremansPublished in: Expert Syst. Appl. (2023)
Keyphrases
- multi task learning
- multi task
- multiple tasks
- gaussian processes
- learning tasks
- multitask learning
- learning problems
- multi label image annotation
- transfer learning
- high order
- inductive learning
- learning models
- theoretical analysis
- learning algorithm
- gaussian process
- prior knowledge
- metric learning
- text categorization
- knowledge acquisition