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"An integrative extraction approach for index-tracking portfolio ..."

Yuju Wang, Liang-Hong Wu, Liang-Chuan Wu (2024)

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DOI: 10.1007/S11227-023-05538-Z

access: closed

type: Journal Article

metadata version: 2024-02-10

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Yuju Wang, Liang-Hong Wu, Liang-Chuan Wu:
An integrative extraction approach for index-tracking portfolio construction and forecasting under a deep learning framework. J. Supercomput. 80(2): 2047-2066 (2024)

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