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Optimization Methods for Financial Index Tracking: From Theory to Practice
Mapping Intimacies
◽
10.1561/9781680834659
◽
2018
◽
Author(s):
Konstantinos Benidis
◽
Yiyong Feng
◽
Dajiel P. Palomar
Keyword(s):
Optimization Methods
◽
Index Tracking
◽
Theory To Practice
◽
Financial Index
Download Full-text
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References
Optimization Methods for Financial Index Tracking: From Theory to Practice
Foundations and Trends® in Optimization
◽
10.1561/2400000021
◽
2018
◽
Vol 3
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◽
pp. 171-279
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Author(s):
Konstantinos Benidis
◽
Yiyong Feng
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Keyword(s):
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A Deep Learning-Aided Approach to Portfolio Design for Financial Index Tracking
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10.1109/ieeeconf51394.2020.9443423
◽
2020
◽
Author(s):
Zepeng Zhang
◽
Ziping Zhao
Keyword(s):
Deep Learning
◽
Index Tracking
◽
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◽
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Scalable Financial Index Tracking with Graph Neural Networks
10.1109/ssp49050.2021.9513742
◽
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Zepeng Zhang
◽
Ziping Zhao
Keyword(s):
Neural Networks
◽
Index Tracking
◽
Financial Index
◽
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HCGM-Net: A Deep Unfolding Network for Financial Index Tracking
ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
◽
10.1109/icassp39728.2021.9414430
◽
2021
◽
Author(s):
Ruben Pauwels
◽
Evaggelia Tsiligianni
◽
Nikos Deligiannis
Keyword(s):
Index Tracking
◽
Financial Index
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Sparse Portfolios for High-Dimensional Financial Index Tracking
IEEE Transactions on Signal Processing
◽
10.1109/tsp.2017.2762286
◽
2018
◽
Vol 66
(1)
◽
pp. 155-170
◽
Cited By ~ 8
Author(s):
Konstantinos Benidis
◽
Yiyong Feng
◽
Daniel P. Palomar
Keyword(s):
High Dimensional
◽
Index Tracking
◽
Financial Index
Download Full-text
A Downside Risk Analysis based on Financial Index Tracking Models
Stochastic Finance
◽
10.1007/0-387-28359-5_8
◽
2006
◽
pp. 213-236
◽
Cited By ~ 8
Author(s):
Lian Yu
◽
Shuzhong Zhang
◽
Xun Yu Zhou
Keyword(s):
Risk Analysis
◽
Downside Risk
◽
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Restorative Justice: from Theory to Practice
10.1016/s1521-6136(2008)11
◽
2008
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Restorative Justice
◽
Theory To Practice
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Optimization Methods in Finance
10.1017/9781107297340
◽
2018
◽
Cited By ~ 4
Author(s):
Gérard Cornuéjols
◽
Javier Peña
◽
Reha Tütüncü
Keyword(s):
Optimization Methods
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Advanced First- and Second-Order Optimization Methods
Machine Learning Refined
◽
10.1017/9781108690935.021
◽
2020
◽
pp. 473-510
Keyword(s):
Optimization Methods
◽
Second Order
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Optimization Methods in Finance
10.1017/cbo9780511753886
◽
2006
◽
Cited By ~ 46
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Gerard Cornuejols
◽
Reha Tutuncu
Keyword(s):
Optimization Methods
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