State-dependent stock selection in index tracking : a machine learning approach
Reza Bradrania, Davood Pirayesh Neghab, Mojtaba Shafizadeh
| Year of publication: |
2022
|
|---|---|
| Authors: | Bradrania, Reza ; Pirayesh Neghab, Davood ; Shafizadeh, Mojtaba |
| Subject: | Index tracking | Stock selection | Cointegration | Deep neural network | Machine learning | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Kointegration | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-021-00391-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013175191