Kieran Wood

icon indicating a website link https://kieranjwood.github.io/

icon company University of Oxford icon location London, United Kingdom icon location 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.

Results 3 repositories owned by Kieran Wood

trading-momentum-transformer

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This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

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slow-momentum-fast-reversion

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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).

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x-trend

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X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

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