Building Cross-Sectional Systematic Strategies By Learning to Rank. - Daniel Poh; Bryan Lim; Stefan Zohren; Stephen J. Roberts (CoRR, 2020)

Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. - Daniel Poh; Bryan Lim; Stefan Zohren; Stephen J. Roberts (CoRR, 2021)

Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity. - Daniel Poh; Stephen J. Roberts; Stefan Zohren (CoRR, 2022)