mlsanityData to 7 Oct 2026

Beyond Trend Following: Deep Learning for Market Trend Prediction

arXiv 2407.13685 ↗First posted 10 Jun 2024q-fin.TR cs.AI cs.LGcited by 0

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Abstract (arXiv)

Trend following and momentum investing are common strategies employed by asset managers. Even though they can be helpful in the proper situations, they are limited in the sense that they work just by looking at past, as if we were driving with our focus on the rearview mirror. In this paper, we advocate for the use of Artificial Intelligence and Machine Learning techniques to predict future market trends. These predictions, when done properly, can improve the performance of asset managers by increasing returns and reducing drawdowns.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 33 of its 115 references that are in the map. First posted on arXiv 10 Jun 2024.

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33 of 115 references.

References · 33

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