Building Cross-Sectional Systematic Strategies by Learning to Rank | The Journal of Financial Data Science

The Journal of Financial Data Science

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jfds.2021.1.060

DOI

https://doi.org/10.3905/jfds.2021.1.060

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Pageant Media Ltd

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Published online March 26, 2021.

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© 2021 Pageant Media Ltd

Author Information

Daniel Poh
1. is a DPhil student with the Machine Learning Research Group and the Oxford-Man Institute of Quantitative Finance at the University of Oxford in Oxford, UK. (dp{at}robots.ox.ac.uk)
Bryan Lim
1. is an associate member with the Machine Learning Research Group and the Oxford-Man Institute of Quantitative Finance at the University of Oxford in Oxford, UK. (blim{at}robots.ox.ac.uk)
Stefan Zohren
1. is an associate professor (research) with the Machine Learning Research Group and the Oxford-Man Institute of Quantitative Finance at the University of Oxford in Oxford, UK. (zohren{at}robots.ox.ac.uk)
Stephen Roberts
1. is the RAEng/Man Professor of Machine Learning at the University of Oxford and the director of the Oxford-Man Institute of Quantitative Finance in Oxford, UK. (sjrob{at}robots.ox.ac.uk)

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