Hybrid Learning to Rank for Financial Event Ranking-Reference-Cited by-同舟云学术

Hybrid Learning to Rank for Financial Event Ranking

Published:2021-07-11 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 44th International ACM SIGIR Conference on Research and Development in Information Retrieval
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Author:

Feng Fuli¹,Li Moxin²,Luo Cheng³,Ng Ritchie²,Chua Tat-Seng²

Affiliation:

1. Sea-NExT Joint Lab & National University of Singapore, Singapore, Singapore

2. National University of Singapore, Singapore, Singapore

3. MegaTech.AI, Beijing, China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3404835.3462969

Reference57 articles.

1. The Unprecedented Stock Market Reaction to COVID-19

2. MarkedBERT: Integrating Traditional IR Cues in Pre-trained Language Models for Passage Retrieval

3. How the Equity Market Responds to Unanticipated Events*

4. Ranking Financial Tweets

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