Applying Market Profile on Integrating CPPI with TIPP of Portfolio Insurance Policy
碩士 === 國立交通大學 === 資訊管理研究所 === 101 === The research is based on Market Profile, Conformation of CPPI and TIPP by using rotation factor, taking FTSE TWSE Taiwan 50 Index for example, it simulate CPPI and TIPP by using Genetic Algorithm, which combines the dynamic adjustment of rotation factor for...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90963760498752641179 |