Building cross-sectional systematic strategies by learning to rank
Year of publication: |
2021
|
---|---|
Authors: | Poh, Daniel ; Lim, Bryan ; Zohren, Stefan ; Roberts, Stephen |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 2, p. 70-86
|
Subject: | Big data/machine learning | portfolio construction | performance measurement | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Lernen | Learning | Lernprozess | Learning process | Lernende Organisation | Learning organization | Ranking-Verfahren | Ranking method |
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