学习排序与横截面动量
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通过学习排序构建横截面系统策略
Daniel Poh; Bryan Lim; Stefan Zohren; Stephen Roberts
University of Oxford
Quantitative BioSciences- University of Oxford - Oxford-Man Institute of Quantitative Finance
- 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@robots.ox.ac.uk
- 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@robots.ox.ac.uk
- 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@robots.ox.ac.uk
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