Home » Authors » Kelvin J. L. Koa, Ziling Liu, Xinyang Li, Shuowei Feng, Ruoyu Liang, Mathieu Giroux, Eugene Y. Wen, Xuan Yao, Ke-Wei Huang, Hugo Lamarre

Kelvin J. L. Koa, Ziling Liu, Xinyang Li, Shuowei Feng, Ruoyu Liang, Mathieu Giroux, Eugene Y. Wen, Xuan Yao, Ke-Wei Huang, Hugo Lamarre

Public reference bibliography and cataloged PDF materials authored or published by Kelvin J. L. Koa, Ziling Liu, Xinyang Li, Shuowei Feng, Ruoyu Liang, Mathieu Giroux, Eugene Y. Wen, Xuan Yao, Ke-Wei Huang, Hugo Lamarre.

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Regime-Aware Interpretable Ranking for Sector Rotation

Year: 2026 • Source: arxiv.org • Listed PDF

Sector rotation is a common decision in benchmark-relative portfolio management, where portfolio managers rank sectors for overweight and underweight positions. We formulate this task as ranking sector actions by expecte...