1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.ST2021★ 1 cited
Trend-Following Strategies via Dynamic Momentum Learning
Bruno P. C. Levy, Hedibert F. Lopes
Time series momentum strategies are widely applied in the quantitative financial industry and its academic research has grown rapidly since the work of Moskowitz, Ooi and Pedersen…
econ.EM2021
Dynamic Ordering Learning in Multivariate Forecasting
Bruno P. C. Levy, Hedibert F. Lopes
In many fields where the main goal is to produce sequential forecasts for decision making problems, the good understanding of the contemporaneous relations among different series i…