State-dependent stock selection in index tracking : a machine learning approach
Year of publication: |
2022
|
---|---|
Authors: | Bradrania, Reza ; Pirayesh Neghab, Davood ; Shafizadeh, Mojtaba |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 36.2022, 1, p. 1-28
|
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 |
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