Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns

By Haoren Zhu, Pengfei Zhao, Wilfred Siu Hung NG, Dik Lun Lee

Published 2024-06-13

Everscope rating

1388

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Asset Dependency Neural Network (ADNN). Problem types: Time Series Forecasting, Portfolio Optimization, Pair Trading.

arXiv:2406.11886 · Paper rankings

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