Title of article :
Dynamic proportion portfolio insurance using genetic programming with principal component analysis
Author/Authors :
Jiah-Shing Chen، نويسنده , , Chia-Lan Chang، نويسنده , , Jia-Li Hou، نويسنده , , Yao-Tang Lin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
6
From page :
273
To page :
278
Keywords :
Dynamic proportion portfolio insurance (DPPI) , Constant proportion portfolio insurance (CPPI) , Genetic programming (GP) , Principalcomponent analysis (PCA)
Journal title :
Expert Systems with Applications
Serial Year :
2008
Journal title :
Expert Systems with Applications
Record number :
187152
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=187152
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