DataFunSummit
Mar 26, 2022 · Artificial Intelligence
Deep Learning‑Based Design of Financial Index Funds Using Graph Neural Networks
This talk presents a deep‑learning framework that formulates financial index‑fund construction as a sparse portfolio optimization problem, solves the mixed‑integer programming via a two‑stage graph‑neural‑network pipeline, and demonstrates superior tracking performance and scalability on large‑scale index datasets.
AI financedeep learningfinancial index funds
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