Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation
cs.LG, q-fin.CP, q-fin.TR
Submitted: 2026-08-27
Updated: 2026-08-27
Terminology
Sources
- Why do tree-based models still outperform deep learning on tabular data?
- TabNet: Attentive Interpretable Tabular Learning
- Revisiting Deep Learning Models for Tabular Data
- TabTransformer: Tabular Data Modeling Using Contextual Embeddings
- Predicting the direction of stock market prices using random forest
- Deep incremental learning models for financial temporal tabular datasets with distribution shifts
- Optuna: A Next-generation Hyperparameter Optimization Framework
- Diversity and Generalization in Neural Network Ensembles
- Matching in size: How market impact depends on the concentration of trading
- Monitoring and explainability of models in production
- A Unified Approach to Interpreting Model Predictions
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