Neural Ranking Strategy for Portfolio Construction Using Transformers.

Shosuke Sakagawa Naoki Mori

Published in: IIAI-AAI-Winter (2022)

Keyphrases

neural network
network architecture
decision making
learning to rank
ranking functions
artificial intelligence
web search
ranking algorithm
social networks
evaluation measures
selection strategy
portfolio selection
decision trees
data sets
optimal strategy
neural model
construction process
rank aggregation