Research Article
IntelliPortfolio: Intelligent Portfolio for Enhanced Index Tracking Using Clustering and LSTM
Table 3
Hyperparameters for stock selection methods.
| Algorithm | Hyperparameters |
| Random | N/A | Industry | N/A | Volume | N/A | Autoencoder | HiddenUnitsNum: 640; CodeUnitsNum: 300; LearningRate: 0.001; TrainNum: 2000; TrainEpoch: 1 | IntelliPortfolio | : 3; : ; : 120 |
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