kieranjwood
I am a DPhil student at the University of Oxford, where I am a member of the Machine Learning Research Group and Oxford Man Institute of Quantitative Finance.
University of OxfordLondon, United Kingdom
Pinned Repositories
academic-blog
google-research
Google Research
kieranjwood.github.io
mlrg_rg
slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
x-trend
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
mlrg_rg
kieranjwood's Repositories
kieranjwood/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
kieranjwood/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
kieranjwood/x-trend
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
kieranjwood/academic-blog
kieranjwood/google-research
Google Research
kieranjwood/kieranjwood.github.io
kieranjwood/mlrg_rg