A robust genetic programming model for a dynamic portfolio insurance strategy.

Siamak Dehghanpour Akbar Esfahanipour

Published in: INISTA (2017)

Keyphrases

genetic programming
mathematical model
experimental data
computational model
portfolio optimization
multiscale
probabilistic model
theoretical analysis
formal model
neural network model
conceptual model
theoretical framework
data sets
cost function
objective function
high level
social networks