HIT: Solving Partial Index Tracking via Hierarchical Reinforcement Learning-Reference-Cited by-同舟云学术

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HIT: Solving Partial Index Tracking via Hierarchical Reinforcement Learning

Published:2024-05-13 Issue: Volume:abs/1706.10059 Page:4709-4721
ISSN:
Container-title:2024 IEEE 40th International Conference on Data Engineering (ICDE)
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Author:

Zheng Zetao¹,Shao Jie¹,Chen Feiyu¹,Zhu Anjie¹,Deng Shilong¹,Shen Heng Tao¹

Affiliation:

1. University of Electronic Science and Technology of China,Chengdu,China,611731

Funder

National Natural Science Foundation of China

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx8/10597630/10597390/10597393.pdf?arnumber=10597393

Reference45 articles.

1. A heuristic framework for the bi-objective enhanced index tracking problem

2. An evolutionary heuristic for the index tracking problem

3. Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors

4. Sparse Portfolios for High-Dimensional Financial Index Tracking

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