Deep learning for enhanced index tracking

DOI10.1080/14697688.2024.2356239MaRDI QIDQ6587735zbMATH OpenFDO

Authors Lingfei Li

Publication date 14 August 2024

Published in Quantitative Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/14697688.2024.2356239

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Portfolio theory (91G10)

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Cites work

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• Trend following trading under a regime switching model

Cited in

(1)

• Enhanced indexation: can volatility timing improve portfolio performance?

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