Publications
] .
2023. Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning. Expert Systems with Applications. 230(120587)
2306.13661.pdf (707.95 KB)
2306.13661.pdf (707.95 KB).
2024. DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts. arXiv:2406.08742. 2406.08742v1.pdf (1.06 MB)
2406.08742v1.pdf (1.06 MB).
2024. Modern Portfolio Construction with Advanced Deep Learning Models. SUTD. PhD Joel_Ong_Thesis.pdf (3.44 MB)
Joel_Ong_Thesis.pdf (3.44 MB)