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

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Publication Details

Journal
The Journal of Financial Data Science
Published
2024-11-28
DOI
https://doi.org/10.3905/jfds.2024.1.173
Primary Topic
Intelligent Tutoring Systems and Adaptive Learning
Type
article
Field-Weighted Citation Impact
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article

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

T. Metz, Guillaume Boulanger, Mathis Linger, Khalil Sbai
The Journal of Financial Data Science
Intelligent Tutoring Systems and Adaptive Learning
article

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

T. Metz, Guillaume Boulanger, Mathis Linger, Khalil Sbai
article en

Abstract

No abstract available for this paper.
The Journal of Financial Data ScienceVol. 7(1)
Openalex Percentile: Top 80%
Intelligent Tutoring Systems and Adaptive Learning
DOISourceOpenAlex
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Enhancing Long–Short Portfolios: A Refined Approach Using Learn-to-Rank Algorithms — T. Metz, Guillaume Boulanger, et al. · The Journal of Financial Data Science (2024) | TGRS Research Map | TGRS