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Enhancing Long–Short Portfolios: A Refined Approach Using Learn-to-Rank Algorithms

Year: 2024

Type: article

Source: The Journal of Financial Data Science

DOI: 10.3905/jfds.2024.1.173

Authors: Mathis Linger, Thibaut Metz, Khalil Sbai, Guillaume Boulanger

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404822772

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