Index tracking using shapley additive explanations and one-dimensional pointwise convolutional autoencoders
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| Title: | Index tracking using shapley additive explanations and one-dimensional pointwise convolutional autoencoders |
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| Authors: | Zhang, Yanyi, De Smedt, Johannes |
| Source: | ISSN:1057-5219 ; ISSN:1873-8079 ; International Review Of Financial Analysis, vol. 95, Art.No. ARTN 103487. |
| Publisher Information: | JAI Press |
| Publication Year: | 2024 |
| Subject Terms: | Social Sciences, Business, Finance, Business & Economics, Index tracking, Deep learning, Convolutional autoencoder, Pointwise convolution, Feature importance ranking, TIME-SERIES, RETURNS, 1501 Accounting, Auditing and Accountability, 1502 Banking, Finance and Investment, 1801 Law, 3501 Accounting, 3502 Banking, 3801 Applied economics |
| Description: | status: Published |
| Document Type: | article in journal/newspaper |
| File Description: | application/pdf |
| Language: | English |
| Relation: | https://lirias.kuleuven.be/handle/20.500.12942/750278; https://doi.org/10.1016/j.irfa.2024.103487 |
| DOI: | 10.1016/j.irfa.2024.103487 |
| Availability: | https://lirias.kuleuven.be/handle/20.500.12942/750278 https://hdl.handle.net/20.500.12942/750278 https://lirias.kuleuven.be/retrieve/24eaaa83-9e2c-4644-9066-23a48271ac33 https://doi.org/10.1016/j.irfa.2024.103487 |
| Rights: | info:eu-repo/semantics/openAccess ; public ; All rights reserved |
| Accession Number: | edsbas.959FAFCF |
| Database: | BASE |
Nájsť tento článok vo Web of Science | Abstract: | status: Published |
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| DOI: | 10.1016/j.irfa.2024.103487 |