Reinforcement Learning for ETF Rebalancing Under Index Composition Changes

Conference paper

Mei-Hua Wu, Pin-Chieh Ho, Chih-Chung Chang, Szu-Hao Huang and 巧莛陳

The 9th International Conference on Machine Learning and Soft Computing (ICMLSC 2025)

01/2025

Abstract

ETF;Index Composition

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Title: Reinforcement Learning for ETF Rebalancing Under Index Composition Changes
Creators - without role: Mei-Hua Wu
Pin-Chieh Ho
Chih-Chung Chang
Szu-Hao Huang
巧莛陳
Publication Details: The 9th International Conference on Machine Learning and Soft Computing (ICMLSC 2025)
Identifiers: 9957769975806774
Academic Unit: Institute of Service Science, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Conference paper