IntelliPortfolio: Intelligent Portfolio for Enhanced Index Tracking Using Clustering and LSTM

Algorithm 2

Weight estimation algorithm: WeightEstimation .

	Require: : the dataset consisting of information of constituent stocks; : the length of a data sequence for training; : training iterations.
	Ensure: : the LSTM model for weight estimation.
(1)	;
(2)	;
(3)	fordo
(4)	;
(5)	;
(6)	;
(7)	end for return;