RePEcML & AI Methods
Index Tracking with Shapley Explanations
The paper suggests using a one-dimensional Pointwise Convolutional Autoencoder and Shapley Additive Explanations for index tracking, outperforming other stock selection strategies in various financial markets.
Featured in No. 74 on 13 Nov 2024 · on release day
- Released
- 13 Nov 2024
- First featured
- No. 74 · 13 Nov 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004198
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