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

Table 1

Features of each dataset.

SSE180	Other four indices
Opening price
Closing price
Highest price
Lowest price
Average price
Volume
Turnover	Opening price
Ups and downs	Closing price
Quote change	Highest price
Hand turnover rate	Lowest price
A-share market capitalization	Volume
The total market capitalization	Adjusted closing price
A-share tradable share capital
Total share capital
Price-to-earnings ratio (PE)
Price-to-book ratio (PB)
Price-to-sales ratio (PS)
Price cash flow ratio (PCF)