@article{buildingcrosssectionalsystematic,
  title = {Building Cross-Sectional Systematic Strategies By Learning to Rank},
  author = {Daniel Poh and Bryan Lim and Stefan Zohren and Stephen Roberts},
  year = {2020},
  eprint = {2012.07149},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.07149v1},
}