Index tracking via reparameterizable subset sampling in neural networks

DOI10.1080/03155986.2024.2382545MaRDI QIDQ6655276zbMATH OpenFDO

Authors Johannes De Smedt

Publication date 20 December 2024

Published in INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03155986.2024.2382545

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Recommendations

• Index tracking through deep latent representation learning
• A method for robust index tracking
• Fast methods for the index tracking problem
• scientific article; zbMATH DE number 165316
• A hybrid approach for index tracking with practical constraints

Cites work

• An evolutionary heuristic for the index tracking problem.
• Deep learning for finance: deep portfolios
• Index tracking through deep latent representation learning
• Kernel search: an application to the index tracking problem
• Mixed-integer programming approaches for index tracking and enhanced indexation
• Optimal construction and rebalancing of index-tracking portfolios
• Portfolio Optimization and Performance Analysis

Cited in

(1)

• Deep learning for enhanced index tracking

This page was built for publication: Index tracking via reparameterizable subset sampling in neural networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6655276)