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Algorithm 1 Algorithmus 1 Artificial intelligence 1 Factor strategy 1 Künstliche Intelligenz 1 Learn-to-rank 1 ListMLE 1 Long-short portfolio 1 Machine learning 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1
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Chen, Zhixue 1 Wu, Lan 1 Zhang, Xin 1
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Did you mean: subject:"lastmile" (280 results)
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Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm
Zhang, Xin; Wu, Lan; Chen, Zhixue - In: Quantitative finance 22 (2022) 2, pp. 321-331
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