Can You Teach Momentum to a Machine?

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Keywords	Time-series momentum, machine learning, deep neural network, anomaly, LSTM
Thesis Advisor	Schmitt, Claus, Cosemans, Mathijs
Persistent URL	hdl.handle.net/2105/54832
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lantz, Gustav. (2020). Can You Teach Momentum to a Machine?. In Finance & Investments.http://hdl.handle.net/2105/54832

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