Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm (Q5068092)
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scientific article; zbMATH DE number 7503265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm |
scientific article; zbMATH DE number 7503265 |
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Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm (English)
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5 April 2022
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learn-to-rank
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ListMLE
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long-short portfolio
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factor strategy
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machine learning
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