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LSTM-DGMDH: High-Dimensional Index Tracking Based on LSTM and Adaptive Deep Evolutionary GMDH Neural Network Journal article
Tong, He, Liu, Yusheng, Liu, Lin, Li, Ning, Chen, Sibao, Xu, Lixiang, Tang, Yuanyan. LSTM-DGMDH: High-Dimensional Index Tracking Based on LSTM and Adaptive Deep Evolutionary GMDH Neural Network[J]. IEEE Access, 2023, 11, 115654-115667.
Authors:  Tong, He;  Liu, Yusheng;  Liu, Lin;  Li, Ning;  Chen, Sibao; et al.
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:3.4/3.7 | Submit date：2024/02/22
Attention Mechanism  Gmdh Neural Network  High-dimensional Index Tracking  Lstm  Tracking Error External Criterion  
TRACKING ERRORS AND THEIR DETERMINANTS: EVIDENCE FROM JAPAN-LISTED EXCHANGE-TRADED FUNDS Journal article
Chu, Patrick Kuok Kun, Xu, Dan. TRACKING ERRORS AND THEIR DETERMINANTS: EVIDENCE FROM JAPAN-LISTED EXCHANGE-TRADED FUNDS[J]. Journal of Prediction Markets, 2021, 15(1), 67-96.
Authors:  Chu, Patrick Kuok Kun;  Xu, Dan
Adobe PDF | Favorite |  | Submit date：2022/06/14
Exchange-traded Fund  Tracking Error  Panel Regression Model  Fixed-effects Estimation  
Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs) Journal article
Patrick Kuok-Kun Chu. Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs)[J]. APPLIED ECONOMICS, 2011, 21, 309-315.
Authors:  Patrick Kuok-Kun Chu
Adobe PDF | Favorite | TC[Scopus]:33  IF:1.8/2.2 | Submit date：2019/11/11
Traded Funds (Etfs)  Fund Expense Ratio  Fund Size  Tracking Error