Neural Ranking Strategy for Portfolio Construction Using Transformers

Shosuke Sakagawa, Naoki Mori. Neural Ranking Strategy for Portfolio Construction Using Transformers. In 2022 13th International Congress on Advanced Applied Informatics Winter, IIAI-AAI 2022 -Winter, Phuket, Thailand, December 12-14, 2022. pages 95-100, IEEE, 2022. [doi]

Abstract

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