Widened Learning of Index Tracking Portfolios

Iuliia Gavriushina, Oliver Sampson, Michael R. Berthold, Winfried Pohlmeier, Christian Borgelt. Widened Learning of Index Tracking Portfolios. In M. Arif Wani, Taghi M. Khoshgoftaar, Dingding Wang 0001, Huanjing Wang, Naeem Seliya, editors, 18th IEEE International Conference On Machine Learning And Applications, ICMLA 2019, Boca Raton, FL, USA, December 16-19, 2019. pages 1800-1805, IEEE, 2019. [doi]

Abstract

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