5 citations · 6 across the 2 of their papers we have counts for
2 papers
q-fin.TR2023★ 1 cited
Multi-Factor Inception: What to Do with All of These Features?
Tom Liu, Stefan Zohren
Cryptocurrency trading represents a nascent field of research, with growing adoption in industry. Aided by its decentralised nature, many metrics describing cryptocurrencies are ac…
q-fin.TR2023★ 5 cited
Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies
Tom Liu, Stephen Roberts, Stefan Zohren
We introduce Deep Inception Networks (DINs), a family of Deep Learning models that provide a general framework for end-to-end systematic trading strategies. DINs extract time serie…