Daniel Poh

University of Oxford - Oxford-Man Institute of Quantitative Finance

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

1,081

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Building Cross-Sectional Systematic Strategies By Learning to Rank

Number of pages: 12 Posted: 19 Feb 2021
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 1,081 (28,729)
Citation 1

Abstract:

Loading...

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