1 code implementation • 20 Feb 2023 • 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-sectional momentum features over time.
1 code implementation • 15 Mar 2022 • Mohamed Ragab, Emadeldeen Eldele, Wee Ling Tan, Chuan-Sheng Foo, Zhenghua Chen, Min Wu, Chee-Keong Kwoh, XiaoLi Li
Our evaluation includes adapting state-of-the-art visual domain adaptation methods to time series data as well as the recent methods specifically developed for time series data.
no code implementations • 29 Sep 2021 • Mohamed Ragab, Emadeldeen Eldele, Wee Ling Tan, Chuan-Sheng Foo, Zhenghua Chen, Min Wu, Chee Kwoh, XiaoLi Li
Our evaluation includes adaptations of state-of-the-art visual domain adaptation methods to time series data in addition to recent methods specifically developed for time series data.