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

<table class="table-group" id="tab2"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td class="align_left">Datasets</td><td class="align_center">No. of constituent stocks</td><td class="align_center"><i>K</i></td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td class="align_left">SSE180</td><td class="align_center">111</td><td class="align_center">10</td></tr><tr><td class="align_left">DJIA</td><td class="align_center">28</td><td class="align_center">5</td></tr><tr><td class="align_left">FTSE100</td><td class="align_center">58</td><td class="align_center">5</td></tr><tr><td class="align_left">HSI</td><td class="align_center">39</td><td class="align_center">5</td></tr><tr><td class="align_left">Nikkei225</td><td class="align_center">201</td><td class="align_center">20</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Number of constituent stocks in the portfolio.</div>

Mathematical Problems in Engineering

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Table 2

Table 2: IntelliPortfolio: Intelligent Portfolio for Enhanced Index Tracking Using Clustering and LSTM 