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Wang et al., 2024 - Google Patents

An integrative extraction approach for index-tracking portfolio construction and forecasting under a deep learning framework

Wang et al., 2024

Document ID
6552122012014620067
Author
Wang Y
Wu L
Wu L
Publication year
Publication venue
The Journal of Supercomputing

External Links

Snippet

This paper proposed a fusion model of the deep long-and short-term memory network named as deep LSTM and the stochastic dominance named as SD filter method to construct an index-tracking portfolio. We present a practical model that provides investors for portfolio …
Continue reading at link.springer.com (other versions)

Classifications

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