Building cross-sectional systematic strategies by learning to rank
Daniel Poh, Bryan Lim, Stefan Zohren, and Stephen Roberts
| 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 | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Lernen | Learning | Lernprozess | Learning process | Lernende Organisation | Learning organization | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2021.1.060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012519246