Index tracking through deep latent representation learning (Q4991048): Difference between revisions

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+PyTorch
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+Adam
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+MaRDI publication profile
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+https://doi.org/10.1080/14697688.2019.1683599
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+W2984115284
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@@ Property / cites work @@
+Performance replication of the spot energy index with optimal equity portfolio selection: evidence from the UK, US and Brazilian markets
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@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
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@@ Property / cites work @@
+Heuristics for cardinality constrained portfolio optimization
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@@ Property / cites work @@
+Robust portfolio selection for index tracking
@@ Property / cites work: Robust portfolio selection for index tracking / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection using neural networks
@@ Property / cites work: Portfolio selection using neural networks / rank @@
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@@ Property / cites work @@
+Optimal portfolio selection and dynamic benchmark tracking
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@@ Property / cites work @@
+Kernel search: an application to the index tracking problem
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@@ Property / cites work @@
+Deep learning for finance: deep portfolios
@@ Property / cites work: Deep learning for finance: deep portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Enhancing the momentum strategy through deep regression
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@@ Property / cites work @@
+Minimizing the tracking error of cardinality constrained portfolios
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@@ Property / cites work @@
+Optimal construction and rebalancing of index-tracking portfolios
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@@ Property / Wikidata QID @@
+Q126784990
@@ Property / Wikidata QID: Q126784990 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4991048