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Found 3 papers, 2 papers with code
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
We introduce Spatio-Temporal Momentum strategies, a class of models that unify both time-series and cross-sectional momentum strategies by trading assets based on their cross-sectional momentum features over time.
ADATIME: A Benchmarking Suite for Domain Adaptation on Time Series Data
Our evaluation includes adapting state-of-the-art visual domain adaptation methods to time series data as well as the recent methods specifically developed for time series data.
A Systematic Evaluation of Domain Adaptation Algorithms On Time Series Data
Our evaluation includes adaptations of state-of-the-art visual domain adaptation methods to time series data in addition to recent methods specifically developed for time series data.
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