{"title":"通过神经网络中可重新参数化的子集采样进行索引跟踪","authors":"Yanyi Zhang, Johannes De Smedt","doi":"10.1080/03155986.2024.2382545","DOIUrl":null,"url":null,"abstract":"Index tracking aims at replicating the benchmark index performance by constructing a tracking portfolio consisting of partial component stocks of the index. This is an NP-hard question because of t...","PeriodicalId":13645,"journal":{"name":"Infor","volume":"39 1","pages":""},"PeriodicalIF":1.1000,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Index tracking via reparameterizable subset sampling in neural networks\",\"authors\":\"Yanyi Zhang, Johannes De Smedt\",\"doi\":\"10.1080/03155986.2024.2382545\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Index tracking aims at replicating the benchmark index performance by constructing a tracking portfolio consisting of partial component stocks of the index. This is an NP-hard question because of t...\",\"PeriodicalId\":13645,\"journal\":{\"name\":\"Infor\",\"volume\":\"39 1\",\"pages\":\"\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-08-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Infor\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://doi.org/10.1080/03155986.2024.2382545\",\"RegionNum\":4,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"COMPUTER SCIENCE, INFORMATION SYSTEMS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Infor","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1080/03155986.2024.2382545","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, INFORMATION SYSTEMS","Score":null,"Total":0}
Index tracking via reparameterizable subset sampling in neural networks
Index tracking aims at replicating the benchmark index performance by constructing a tracking portfolio consisting of partial component stocks of the index. This is an NP-hard question because of t...
期刊介绍：
INFOR: Information Systems and Operational Research is published and sponsored by the Canadian Operational Research Society. It provides its readers with papers on a powerful combination of subjects: Information Systems and Operational Research. The importance of combining IS and OR in one journal is that both aim to expand quantitative scientific approaches to management. With this integration, the theory, methodology, and practice of OR and IS are thoroughly examined. INFOR is available in print and online.
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