QuantNet: transferring learning across trading strategies

DOI10.1080/14697688.2021.1999487zbMath1491.91132arXiv2004.03445OpenAlexW4200291078MaRDI QIDQ5079395

Philip Treleaven, Nick Firoozye, Adriano Koshiyama, Sebastian Flennerhag, Stefano B. Blumberg

Publication date: 27 May 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.03445

zbMATH Keywords

trading strategiestransfer learningdeep learningbacktest overfittingparameter-based transfersequential transfer-learning

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial markets (91G15)

Uses Software

• word2vec
• BERT
• GLoMo
• FinBERT

Cites Work

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• Deep learning with long short-term memory networks for financial market predictions
• Understanding autoencoders with information theoretic concepts
• The Statistical Mechanics of Financial Markets
• Deep learning for finance: deep portfolios
• Deep hedging
• Transfer Learning via Advice Taking
• Stepwise Multiple Testing as Formalized Data Snooping

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