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]
@inproceedings{SakagawaM22,
title = {Neural Ranking Strategy for Portfolio Construction Using Transformers},
author = {Shosuke Sakagawa and Naoki Mori},
year = {2022},
doi = {10.1109/IIAI-AAI-Winter58034.2022.00029},
url = {https://doi.org/10.1109/IIAI-AAI-Winter58034.2022.00029},
researchr = {https://researchr.org/publication/SakagawaM22},
cites = {0},
citedby = {0},
pages = {95-100},
booktitle = {2022 13th International Congress on Advanced Applied Informatics Winter, IIAI-AAI 2022 -Winter, Phuket, Thailand, December 12-14, 2022},
publisher = {IEEE},
isbn = {979-8-3503-0992-8},
}