HCGM-Net: A Deep Unfolding Network for Financial Index Tracking

Ruben Pauwels, Evaggelia Tsiligianni, Nikos Deligiannis. HCGM-Net: A Deep Unfolding Network for Financial Index Tracking. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2021, Toronto, ON, Canada, June 6-11, 2021. pages 3910-3914, IEEE, 2021. [doi]

Authors

Ruben Pauwels

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Evaggelia Tsiligianni

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Nikos Deligiannis

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