An efficient loss function and deep learning approach for ranking stock returns in the absence of prior knowledge.
Jiahao YangShuo FengWenkai ZhangMing ZhangJun ZhouPengyuan ZhangPublished in: Inf. Process. Manag. (2024)
Keyphrases
- loss function
- deep learning
- learning to rank
- prior knowledge
- stock returns
- pairwise
- unsupervised learning
- support vector
- machine learning
- cross sectional
- stock market
- reproducing kernel hilbert space
- mental models
- weakly supervised
- developed countries
- regularization term
- financial time series
- feature extraction
- stock price
- data sets