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saurabh agarwal's research directory

GitHub - 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).

github.com/kieranjwood/trading-momentum-transformer/06/16/2026

DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management

arxiv.org/abs/2601.05975/06/16/2026

Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture

arxiv.org/abs/2112.08534/06/16/2026

Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection

arxiv.org/abs/2105.13727/06/16/2026