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