An AI approach to measuring financial risk
Year of publication: |
2023
|
---|---|
Authors: | Yu, Lining ; Härdle, Wolfgang ; Borke, Lukas ; Benschop, Thijs |
Published in: |
The Singapore economic review. - Singapore : World Scientific, ZDB-ID 2098755-9. - Vol. 68.2023, 5, p. 1529-1549
|
Subject: | financial risk meter | lasso | parallel computing | quantile regression | Systemic risk | value at risk | Finanzdienstleistung | Financial services | Risikomaß | Risk measure | Messung | Measurement | Risikomanagement | Risk management | Regressionsanalyse | Regression analysis | Theorie | Theory | Systemrisiko | Portfolio-Management | Portfolio selection |
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