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}
}