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Jaemin Song

Chonnam National University

300 Yongbong-dong

Gwangju

Korea, Republic of (South Korea)

  • Chonnam National University

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Scholarly Papers (1)

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Deep Momentum Networks with Market Trend Dynamics

Number of pages: 26 Posted: 15 Jul 2024
Jaemin Song and Jaegi Jeon
Chonnam National University and Chonnam National University
Downloads 234 (368,123)

Abstract:

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Time-series momentum strategy, Momentum turning point, Algorithmic trading, Feature engineering, long short-term memory (LSTM)