Bryan Lim

University of Oxford - Oxford-Man Institute of Quantitative Finance

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Building Cross-Sectional Systematic Strategies By Learning to Rank

The Journal of Financial Data Science Spring 2021, jfds.2021.1.060; DOI: https://doi.org/10.3905/jfds.2021.1.060
Number of pages: 12 Posted: 19 Feb 2021 Last Revised: 23 Aug 2022
University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 1,177 (25,863)
Citation 1

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Momentum Strategies, Systematic Trading, Portfolio Construction, Machine Learning, Learning to Rank, Information Retrieval, Deep Neural Networks

2.

Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio

Number of pages: 9 Posted: 19 Feb 2020
University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
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3.

Enhancing Time Series Momentum Strategies Using Deep Neural Networks

The Journal of Financial Data Science, Fall 2019, https://jfds.pm-research.com/content/1/4/19
Posted: 08 May 2019 Last Revised: 24 May 2020
University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance

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Momentum Strategies, Trend Following, Machine Learning, Deep Neural Networks, Time Series Prediction