76 citations · 85 across the 3 of their papers we have counts for
4 papers
Taming the Greeks: Option Portfolios with Inductive Biases
Wee Ling Tan, Stephen Roberts, Stefan Zohren
We present an end-to-end deep learning framework for systematic options trading that directly embeds hedging behavior through explicit control of portfolio-level risk exposures. Wh…
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…
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…
ADATIME: A Benchmarking Suite for Domain Adaptation on Time Series Data
Mohamed Ragab, Emadeldeen Eldele, Wee Ling Tan +5
Unsupervised domain adaptation methods aim to generalize well on unlabeled test data that may have a different (shifted) distribution from the training data. Such methods are typic…