2 citations · 2 across the 1 of their papers we have counts for
2 papers
q-fin.PM2024★ 2 cited
Deep Learning for Options Trading: An End-To-End Approach
Wee Ling Tan, Stephen Roberts, Stefan Zohren
We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often req…
q-fin.PM2023
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
Wee Ling Tan, Stephen Roberts, Stefan Zohren
We introduce Spatio-Temporal Momentum strategies, a class of models that unify both time-series and cross-sectional momentum strategies by trading assets based on their cross-secti…