Preprint
Aug 2026
Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation
No individual tabular deep learning architecture outperforms gradient-boosted trees, but combining XGBoost and TabNet using rank aggregation produces a Hybrid ensemble with an annualised return of 51.26%, a Sharpe ratio of 2.44, and a statistically significant CAPM alpha of 0.423.
Joshua Le Grice
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