GP-based rebalancing triggers for the CPPI.
Dietmar MaringerTikesh RamtohulPublished in: CIFEr (2011)
Keyphrases
- genetic programming
- search tree
- binary search trees
- fitness function
- symbolic regression
- evolutionary algorithm
- regression problems
- gradient projection
- machine learning
- insertions and deletions
- active databases
- databases
- search algorithm
- genetic algorithm
- neural network
- real time
- data structure
- database systems
- case study
- active rules
- covariance function
- information retrieval
- sparse approximations