Index tracking via reparameterizable subset sampling in neural networks
Year of publication: |
2024
|
---|---|
Authors: | Zhang, Yanyi ; De Smedt, Johannes |
Published in: |
INFOR : information systems and operational research. - Abingdon : Taylor & Francis Group, ISSN 1916-0615, ZDB-ID 1468358-1. - Vol. 62.2024, 4, p. 618-628
|
Subject: | Neuronale Netze | Neural networks | Stichprobenerhebung | Sampling | Theorie | Theory | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Prognoseverfahren | Forecasting model |
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