Dynamic Multiplier CPPI Strategy with Wavelets and Neural-Fuzzy Systems

Keyphrases

• Fuzzy Wavelet 100%
• Fuzzy Neural Network 100%
• Portfolio Insurance 100%
• Dynamic multipliers 100%
• Portfolio Insurance Strategies 100%
• Artificial Neural Network 66%
• Neural Network 33%
• Wavelet Transform 33%
• Artificial Intelligence Techniques 33%
• Machine Learning Models 33%
• Mathematical Model 33%
• Predicting the Future 33%
• Pattern Recognition 33%
• Human Brain 33%
• Transformative Learning 33%
• Decomposition Model 33%
• Future Value 33%
• Function Estimation 33%
• Stock Index 33%
• Risk-free Asset 33%
• Futures Prices 33%
• Derivative Instruments 33%
• Stock Market Index 33%
• Recognition Function 33%
• Constant multiplier 33%
• Capital Protection 33%
• Buffer Value 33%

Economics, Econometrics and Finance

• Portfolio Selection 100%
• Stock Index 33%
• Machine Learning 16%