Few-shot learning patterns in financial time series for trend-following strategies
Forecasting models for systematic trading strategies do not adapt quickly when financial market conditions rapidly change, as was seen in the advent of the COVID-19 pandemic in 2020, causing many forecasting models to take loss-making positions. To deal with such situations, the authors propose a no...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Portfolio Management Research
2024
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