This project wishes to extend the work of Lim, Zohren and Roberts (2019) to account for cross-asset variation in time series momentum using LSTM networks.
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Project that wishes to extend the work of Lim, Zohren and Roberts 2019 to account for cross-asset variation in time series momentum using LSTM networks.
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dcuoliveira/lstm-crossasset-momentum
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Project that wishes to extend the work of Lim, Zohren and Roberts 2019 to account for cross-asset variation in time series momentum using LSTM networks.
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