1 citations · 1 across the 4 of their papers we have counts for
4 papers
Macro-aware time series forecasting via hierarchical mixed-frequency attention models
Daniel Cunha Oliveira, Kieran Wood, Stefan Zohren +2
Deep learning models show promise in financial forecasting, yet their generalization is often undermined by small datasets, noisy signals, and non-stationarity. While meta-learning…
(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies
Daniel Cunha Oliveira, Grover Guzman, Nick Firoozye
Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio op…
Tactical Asset Allocation with Macroeconomic Regime Detection
Daniel Cunha Oliveira, Dylan Sandfelder, André Fujita +2
This paper extends the tactical asset allocation literature by incorporating regime modeling using techniques from machine learning. We propose a novel model that classifies curren…
Causality-Inspired Models for Financial Time Series Forecasting
Daniel Cunha Oliveira, Yutong Lu, Xi Lin +2
We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes a…