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]
@inproceedings{PauwelsTD21,
title = {HCGM-Net: A Deep Unfolding Network for Financial Index Tracking},
author = {Ruben Pauwels and Evaggelia Tsiligianni and Nikos Deligiannis},
year = {2021},
doi = {10.1109/ICASSP39728.2021.9414430},
url = {https://doi.org/10.1109/ICASSP39728.2021.9414430},
researchr = {https://researchr.org/publication/PauwelsTD21},
cites = {0},
citedby = {0},
pages = {3910-3914},
booktitle = {IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2021, Toronto, ON, Canada, June 6-11, 2021},
publisher = {IEEE},
isbn = {978-1-7281-7605-5},
}