 Network Momentum across Asset ClassesSocial Science Research Network (SSRN), 2023 |
 Spatio-Temporal Momentum: Jointly Learning Time-Series and
Cross-Sectional StrategiesThe Journal of Financial Data Science (JFDS), 2023 |
 Transfer Ranking in Finance: Applications to Cross-Sectional Momentum
with Data ScarcitySocial Science Research Network (SSRN), 2022 |
 Sequential asset ranking in nonstationary time seriesInternational Conference on AI in Finance (ICAF), 2022 |
 Slow Momentum with Fast Reversion: A Trading Strategy Using Deep
Learning and Changepoint DetectionThe Journal of Financial Data Science (JFDS), 2021 |
 Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning
to Rank with Self-AttentionThe Journal of Financial Data Science (JFDS), 2021 |
