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Cross-Attention for Cross-Asset Applications: How to mash up features from...
In the previous blog post, we saw how we can apply self-attention transformers to a matrix of time series features of a single stock. The output of that transformer is a transformed feature vector r of...
View ArticleDeep Reinforcement Learning for Portfolio Optimization
Is it really better than Predictnow.ai's Conditional Portfolio Optimization scheme?We wrote a lot about transformers in the last three blog posts. Their sole purpose was for feature transformation /...
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