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20192022
most citedTransfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity

1 citations · 2 across the 3 of their papers we have counts for

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q-fin.PM2021★ 1 cited

Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention

Daniel Poh, Bryan Lim, Stefan Zohren +1

The performance of a cross-sectional currency strategy depends crucially on accurately ranking instruments prior to portfolio construction. While this ranking step is traditionally…