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Related papers: Statistical Arbitrage in Rank Space

200 papers

The validity of the Efficient Market Hypothesis has been under severe scrutiny since several decades. However, the evidence against it is not conclusive. Artificial Neural Networks provide a model-free means to analize the prediction power…

Computational Finance · Quantitative Finance 2018-01-25 Martin Iglesias Caride , Aurelio F. Bariviera , Laura Lanzarini

Airbnb is a two-sided marketplace, bringing together hosts who own listings for rent, with prospective guests from around the globe. Applying neural network-based learning to rank techniques has led to significant improvements in matching…

Information Retrieval · Computer Science 2023-08-09 Malay Haldar , Mustafa Abdool , Liwei He , Dillon Davis , Huiji Gao , Sanjeev Katariya

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

General Economics · Economics 2025-02-04 Viet Trinh

Generalized statistical arbitrage concepts are introduced corresponding to trading strategies which yield positive gains on average in a class of scenarios rather than almost surely. The relevant scenarios or market states are specified via…

Mathematical Finance · Quantitative Finance 2019-07-26 Christian Rein , Ludger Rüschendorf , Thorsten Schmidt

Training of neural networks can be reformulated in spectral space, by allowing eigenvalues and eigenvectors of the network to act as target of the optimization instead of the individual weights. Working in this setting, we show that the…

Disordered Systems and Neural Networks · Physics 2022-10-13 Lorenzo Buffoni , Enrico Civitelli , Lorenzo Giambagli , Lorenzo Chicchi , Duccio Fanelli

The Learning to Rank (L2R) research field has experienced a fast paced growth over the last few years, with a wide variety of benchmark datasets and baselines available for experimentation. We here investigate the main assumption behind…

We propose and study the integration of sentiment analysis and deep reinforcement learning ensemble algorithms for stock trading by evaluating strategies capable of dynamically altering their active agent given the concurrent market…

Trading and Market Microstructure · Quantitative Finance 2024-11-21 Andrew Ye , James Xu , Vidyut Veedgav , Yi Wang , Yifan Yu , Daniel Yan , Ryan Chen , Vipin Chaudhary , Shuai Xu

In recent years, representation learning has become the research focus of the machine learning community. Large-scale neural networks are a crucial step toward achieving general intelligence, with their success largely attributed to their…

Machine Learning · Computer Science 2025-04-22 Lifeng Gu

We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems. We formulate the sequential sampling decision as a Markov decision process and propose a Monte Carlo…

Machine Learning · Computer Science 2024-02-05 Ruihan Zhou , L. Jeff Hong , Yijie Peng

Ranking and scoring are ubiquitous. We consider the setting in which an institution, called a ranker, evaluates a set of individuals based on demographic, behavioral or other characteristics. The final output is a ranking that represents…

Databases · Computer Science 2016-10-28 Ke Yang , Julia Stoyanovich

Ranking plays a central role in connecting users and providers in Information Retrieval (IR) systems, making provider-side fairness an important challenge. While recent research has begun to address fairness in ranking, most existing…

Information Retrieval · Computer Science 2026-02-03 Yiteng Tu , Weihang Su , Shuguang Han , Yiqun Liu , Qingyao Ai

Statistical arbitrage exploits temporal price differences between similar assets. We develop a framework to jointly identify similar assets through factors, identify mispricing and form a trading policy that maximizes risk-adjusted…

Machine Learning · Computer Science 2025-10-14 Elliot L. Epstein , Rose Wang , Jaewon Choi , Markus Pelger

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

We discuss the finding that cross-sectional characteristic based models have yielded portfolios with higher excess monthly returns but lower risk than their arbitrage pricing theory counterparts in an analysis of equity returns of stocks…

Pricing of Securities · Quantitative Finance 2016-02-18 D. L. Wilcox , T. J. Gebbie

We describe a seriation algorithm for ranking a set of items given pairwise comparisons between these items. Intuitively, the algorithm assigns similar rankings to items that compare similarly with all others. It does so by constructing a…

Machine Learning · Computer Science 2016-03-11 Fajwel Fogel , Alexandre d'Aspremont , Milan Vojnovic

Ranking lists are often provided at regular time intervals in a range of applications, including economics, sports, marketing, and politics. Most popular methods for rank-order data postulate a linear specification for the latent scores,…

Methodology · Statistics 2025-12-09 Matteo Iacopini , Eoghan O'Neill , Luca Rossini

We consider the problem of managing a portfolio of moving-band statistical arbitrages (MBSAs), inspired by the Markowitz optimization framework. We show how to manage a dynamic basket of MBSAs, and illustrate the method on recent historical…

Econometrics · Economics 2024-12-04 Kasper Johansson , Thomas Schmelzer , Stephen Boyd

Search engines intentionally influence user behavior by picking and ranking the list of results. Users engage with the highest results both because of their prominent placement and because they are typically the most relevant documents.…

Information Retrieval · Computer Science 2022-07-14 Richard Demsyn-Jones

We develop a decision making framework to cast the problem of learning a ranking policy for search or recommendation engines in a two-sided e-commerce marketplace as an expected reward optimization problem using observational data. As a…

Information Retrieval · Computer Science 2024-10-08 Ehsan Ebrahimzadeh , Nikhil Monga , Hang Gao , Alex Cozzi , Abraham Bagherjeiran

In this letter, we address the problem of controlling energy storage systems (ESSs) for arbitrage in real-time electricity markets under price uncertainty. We first formulate this problem as a Markov decision process, and then develop a…

Machine Learning · Computer Science 2019-05-07 Hanchen Xu , Xiao Li , Xiangyu Zhang , Junbo Zhang