Widened Learning of Index Tracking Portfolios

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GAVRIUSHINA, Iuliia, Oliver SAMPSON, Michael BERTHOLD, Winfried POHLMEIER, Christian BORGELT, 2019. Widened Learning of Index Tracking Portfolios. 2019 18th IEEE International Conference On Machine Learning And Applications (ICMLA). Boca Raton, FL, USA, Dec 16, 2019 - Dec 19, 2019. In: 18th IEEE International Conference On Machine Learning And Applications (ICMLA). Piscataway:IEEE, pp. 1800-1805. ISBN 978-1-72814-551-8. Available under: doi: 10.1109/ICMLA.2019.00291

@inproceedings{Gavriushina2019-12Widen-50111, title={Widened Learning of Index Tracking Portfolios}, year={2019}, doi={10.1109/ICMLA.2019.00291}, isbn={978-1-72814-551-8}, address={Piscataway}, publisher={IEEE}, booktitle={18th IEEE International Conference On Machine Learning And Applications (ICMLA)}, pages={1800--1805}, author={Gavriushina, Iuliia and Sampson, Oliver and Berthold, Michael and Pohlmeier, Winfried and Borgelt, Christian} }

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