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Enhancing cross-sectional currency strategies by context-aware learning to rank with self-attention
Poh, Daniel; Lim, Bryan; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 4 (2022) 3, pp. 89-107
Persistent link: https://www.econbiz.de/10014232761
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Building cross-sectional systematic strategies by learning to rank
Poh, Daniel; Lim, Bryan; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 3 (2021) 2, pp. 70-86
Persistent link: https://www.econbiz.de/10012519246