25 citations · 50 across the 6 of their papers we have counts for
3 papers · 1 filter
QuantNet: Transferring Learning Across Systematic Trading Strategies
Adriano Koshiyama, Sebastian Flennerhag, Stefano B. Blumberg +2
Systematic financial trading strategies account for over 80% of trade volume in equities and a large chunk of the foreign exchange market. In spite of the availability of data from…
Augmenting correlation structures in spatial data using deep generative models
Konstantin Klemmer, Adriano Koshiyama, Sebastian Flennerhag
State-of-the-art deep learning methods have shown a remarkable capacity to model complex data domains, but struggle with geospatial data. In this paper, we introduce SpaceGAN, a no…
Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination
Adriano Koshiyama, Nick Firoozye, Philip Treleaven
Systematic trading strategies are algorithmic procedures that allocate assets aiming to optimize a certain performance criterion. To obtain an edge in a highly competitive environm…