A comprehensive review and analysis of different modeling approaches for financial index tracking problem

By Vrinda Dhingra, Amita Sharma, Anubha Goel

Published 2026-01-07

Everscope rating

1349.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

5 / 5

About this paper

Methodology: Systematic Literature Review with Comparative Empirical Analysis. Problem types: Portfolio Optimization, Optimization, Regression, Clustering, Dimensionality Reduction, Risk Management, Time Series Forecasting.

arXiv:2601.03927 · Code · Paper rankings

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