Heuristic methods for stock selection and allocation in an index tracking problem
Codruę Florin Ivaşcu
Year of publication: |
2022
|
---|---|
Authors: | Ivaşcu, Codruę Florin |
Published in: |
Algorithmic finance. - Amsterdam : IOS Press, ISSN 2158-5571, ZDB-ID 3099846-3. - Vol. 9.2022, 3/4, p. 103-119
|
Subject: | Machine learning | partial replication | index tracking | stocks selection | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Heuristik | Heuristics | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance | Mathematische Optimierung | Mathematical programming |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
State-dependent stock selection in index tracking : a machine learning approach
Bradrania, Reza, (2022)
-
Application of machine learning in algorithmic investment strategies on global stock markets
Grudniewicz, Jan, (2023)
-
Apichat Chaweewanchon, (2022)
- More ...