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"Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning."

Joel Ong, Dorien Herremans (2023)

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DOI: 10.48550/ARXIV.2306.13661

access: open

type: Informal or Other Publication

metadata version: 2023-06-28

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  dblp key:
  - journals/corr/abs-2306-13661
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  - https://dblp.org/rec/journals/corr/abs-2306-13661
Joel Ong, Dorien Herremans:
Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning. CoRR abs/2306.13661 (2023)

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