An efficient loss function and deep learning approach for ranking stock returns in the absence of prior knowledge.

Jiahao Yang|Shuo Feng|Wenkai Zhang|Ming Zhang|Jun Zhou|Pengyuan Zhang


Anthology ID:DBLP:journals/ipm/YangFZZZZ24
Year:2024
Venue:Information Processing and Management
Pages:103579
URL:https://doi.org/10.1016/J.IPM.2023.103579
DOI:https://doi.org/10.1016/J.IPM.2023.103579
DBLP:journals/ipm/YangFZZZZ24
BibTeX:
@article{yang-2024-efficient, author = {Jiahao Yang and Shuo Feng and Wenkai Zhang and Ming Zhang and Jun Zhou and Pengyuan Zhang}, title = {{An efficient loss function and deep learning approach for ranking stock returns in the absence of prior knowledge}}, journal = {Information Processing and Management}, volume = {61}, number = {1}, pages = {103579}, year = {2024}, url = {https://doi.org/10.1016/J.IPM.2023.103579}, doi = {https://doi.org/10.1016/J.IPM.2023.103579} }