m4rk-lewis / FinBERT_feat_eng_for_Momentum_TransformerView external linksLinks
A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators
☆25Mar 27, 2023Updated 2 years ago
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