Optimal construction and rebalancing of index-tracking portfolios.

Oliver Strub Philipp Baumann

Published in: Eur. J. Oper. Res. (2018)

Keyphrases

binary search trees
dynamic programming
real time
database
index structure
kalman filter
data sets
worst case
closed form
feature selection
query processing
object detection
particle filter
video surveillance
search tree
moving target
motion tracking
construction process