"Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional ..."

Wee Ling Tan, Stephen J. Roberts, Stefan Zohren (2023)

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DOI: 10.48550/ARXIV.2302.10175

access: open

type: Informal or Other Publication

metadata version: 2023-02-23

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  - journals/corr/abs-2302-10175
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  - https://dblp.org/rec/journals/corr/abs-2302-10175
Wee Ling Tan, Stephen J. Roberts, Stefan Zohren:
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies. CoRR abs/2302.10175 (2023)

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