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Piecewise nonlinear goal-directed CPPI strategy

  • Published:2007-11 Issue:4 Volume:33 Page:857-869
  • ISSN:0957-4174
  • Container-title:Expert Systems with Applications
  • language:en
  • Short-container-title:Expert Systems with Applications

Author:

Chen J.S.,Liao Benjamin Penyang

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference50 articles.

1. Genetic programming for the acquisition of double auction market strategies;Andrew,1994

2. Evolutionary computation 1: Basic algorithms and operators,2000

3. Evolutionary computation 2: Advanced algorithms and operators,2000

4. Genetic algorithms and investment strategies;Bauer,1994

5. Representational semantics for genetic programming based learning in high-frequency financial data;Bhattachary,1998

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1. Dynamic Multiplier CPPI Strategy with Wavelets and Neural-Fuzzy Systems;Intelligent and Fuzzy Techniques for Emerging Conditions and Digital Transformation;2021-08-24

2. Handling Uncertainty in Financial Decision Making: A Clustering Estimation of Distribution Algorithm With Simplified Simulation;IEEE Transactions on Emerging Topics in Computational Intelligence;2021-02

3. Dynamic portfolio insurance strategy: a robust machine learning approach;Journal of Information and Telecommunication;2018-02-27

4. Model for Dynamic Multiple of CPPI Strategy;Discrete Dynamics in Nature and Society;2014

5. FAST: Fundamental Analysis Support for Financial Statements. Using semantics for trading recommendations;Information Systems Frontiers;2011-08-13
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