61 citations · 67 across the 6 of their papers we have counts for
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q-fin.TR2023★ 4 cited
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
Kieran Wood, Samuel Kessler, Stephen J. Roberts +1
Forecasting models for systematic trading strategies do not adapt quickly when financial market conditions rapidly change, as was seen in the advent of the COVID-19 pandemic in 202…
q-fin.ST2023
On statistical arbitrage under a conditional factor model of equity returns
Trent Spears, Stefan Zohren, Stephen Roberts
We consider a conditional factor model for a multivariate portfolio of United States equities in the context of analysing a statistical arbitrage trading strategy. A state space fr…