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News/Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation
arxiv
PublishedAugust 28, 2026 at 4:00 AM
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Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation

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arXiv:2608.27076v1 Announce Type: new Abstract: Algorithmic trading now represents a market exceeding $20 billion, where even marginal gains in signal robustness can translate into economically significant returns. Existing evaluations of equity prediction models do not explicitly target regime robu

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