Index Tracking via Learning to Predict Market Sensitivities.

Yoonsik Hong Yanghoon Kim Jeonghun Kim Yongmin Choi

Published in: CoRR (2022)

Keyphrases

learning process
prior knowledge
learning algorithm
database
learning systems
decision making
learning scheme
real time
data sets
neural network
active learning
supervised learning
knowledge acquisition
particle filter
particle filtering
learning community