Index Tracking via Learning to Predict Market Sensitivities

Index funds are substantially preferred by investors nowadays, and market sensitivities are instrumental in managing index funds. An index fund is a mutual fund aiming to track the returns of a predefined market index (e.g., the S&P 500). A basic strategy to manage an index fund is replicating t...

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Bibliographische Detailangaben

Hauptverfasser:	Hong, Yoonsik, Kim, Yanghoon, Kim, Jeonghun, Choi, Yongmin
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Artificial Intelligence Computer Science - Learning Quantitative Finance - Portfolio Management
Online-Zugang:	Volltext bestellen
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