Assessing asset tail risk with artificial intelligence : the application of artificial neural network
Year of publication: |
2020
|
---|---|
Authors: | Becker, Ying L. ; Guo, Lin ; Nurmamatov, Odilbek |
Published in: |
Advances in Pacific Basin business, economics, and finance. - Bingley, UK : Emerald Publishing, ISSN 2514-4650, ZDB-ID 1293820-8. - Vol. 8.2020, p. 23-52
|
Subject: | Asset tail risk | VaR and ES | artificial neural network | feedforward | training | forecast | in-sample prediction | out-of-sample forecast | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Risikomaß | Risk measure | Künstliche Intelligenz | Artificial intelligence | Statistische Verteilung | Statistical distribution | Theorie | Theory |
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