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08/21/2022
Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity
Cross-sectional strategies are a classical and popular trading style, wi...
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05/20/2021
Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures
The performance of a cross-sectional currency strategy depends crucially...
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12/13/2020
Building Cross-Sectional Systematic Strategies By Learning to Rank
The success of a cross-sectional systematic strategy depends critically ...
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03/22/2019