Stock-Index Tracking Optimization Using Auto-Encoders-Reference-Cited by-同舟云学术

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Stock-Index Tracking Optimization Using Auto-Encoders

Published:2020-09-17 Issue: Volume:8 Page:
ISSN:2296-424X
Container-title:Frontiers in Physics
language:
Short-container-title:Front. Phys.

Author:

Zhang Chi,Liang Shuang,Lyu Fei,Fang Libing

Funder

National Natural Science Foundation of China

Publisher

Frontiers Media SA

Subject

Physical and Theoretical Chemistry,General Physics and Astronomy,Mathematical Physics,Materials Science (miscellaneous),Biophysics

Reference50 articles.

1. Is index performance achievable? An analysis of Australian equity index funds;Frino;Abacus.,2002

2. The problem with emerging markets indexes;Masters;J Portf Manag.,1998

3. Selecting equity mutual funds;Bogle;J Portf Manag.,1992

4. Ensemble RBF modeling technique for quality design;Ouyang;J Manage Sci Eng.,2019

5. Empirical insights on indexing: how capitalization, stratification and weighting can affect tracking error;Larsen;J Portf Manag.,1998

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