25 citations · 25 across the 1 of their papers we have counts for
3 papers
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…
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…
A Machine Learning-based Recommendation System for Swaptions Strategies
Adriano Soares Koshiyama, Nick Firoozye, Philip Treleaven
Derivative traders are usually required to scan through hundreds, even thousands of possible trades on a daily basis. Up to now, not a single solution is available to aid in their…