Applying time series decomposition to construct index-tracking portfolio (Q1757622)
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scientific article; zbMATH DE number 7001887
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| English | Applying time series decomposition to construct index-tracking portfolio |
scientific article; zbMATH DE number 7001887 |
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Applying time series decomposition to construct index-tracking portfolio (English)
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15 January 2019
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hierarchical clustering
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index-tracking
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locally weighted regression
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lowess
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portfolio management
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time series decomposition
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0.7157711982727051
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0.6714959740638733
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0.6598300337791443
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0.6582614183425903
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0.6514351963996887
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