Sharpe thinking in asset ranking with one-sided measures.

Simone Farinelli Luisa Tibiletti

Published in: Eur. J. Oper. Res. (2008)

Keyphrases

evaluation measures
quality indicators
ranking algorithm
diversity measures
web search
link analysis
learning to rank
artificial intelligence
ranking functions
quantitative measures
ranking svm
search engine
case study
data sets
spam detection
rank aggregation
ranking models
complexity measures