Implementation of transfer learning with an autoencoder architecture. Based on the paper "QuantNet: Transferring Learning Across Trading Strategies" (https://arxiv.org/pdf/2004.03445.pdf). Implemented using PyTorch.
Implementation of transfer learning with an autoencoder architecture. Based on the paper "QuantNet: Transferring Learning Across Trading Strategies" (https://arxiv.org/pdf/2004.03445.pdf). Implemented using PyTorch.