Deep learning for enhanced index tracking
Year of publication: |
2024
|
---|---|
Authors: | Dai, Zhiwen ; Li, Lingfei |
Subject: | Deep learning | Enhanced index tracking | Index tracking | Portfolio selection | Regime switching | Portfolio-Management | Aktienindex | Stock index | Theorie | Theory | Index | Index number |
-
Deep time series forecasting for enhanced index tracking
Kim, Saejoon, (2021)
-
Sant'Anna, Leonardo Riegel, (2017)
-
Enhanced index tracking optimal portfolio selection
Paulo, Wanderlei Lima de, (2016)
- More ...
-
Evaluation of deep learning algorithms for quadratic hedging
Dai, Zhiwen, (2022)
-
Evaluation of Deep Learning Algorithms for Quadratic Hedging
Dai, Zhiwen, (2022)
-
Deep Learning for Enhanced Index Tracking
Dai, Zhiwen, (2023)
- More ...