Paper Title:
Index Tracking Method Based on the Neural Networks and its Empirical Study
  Abstract

In this paper, the neural network is used to improve the structure of assets allocation of index tracking portfolio. The empirical results shows that the performance of index tracking based on the neural networks is better than that of other methods mentioned in the literatures. The index tracking approach based on neural networks is a good method for index tracking problem.

  Info
Periodical
Edited by
Yanwen Wu
Pages
974-978
DOI
10.4028/www.scientific.net/AMR.267.974
Citation
J. F. Li, Y. S. Su, "Index Tracking Method Based on the Neural Networks and its Empirical Study", Advanced Materials Research, Vol. 267, pp. 974-978, 2011
Online since
June 2011
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Price
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