Forecasting Tail Risk via Neural Networks with Asymptotic Expansions
Year of publication: |
2024
|
---|---|
Authors: | Sakurai, Yuji |
Other Persons: | Chen, Zhuohui (contributor) |
Publisher: |
Washington, D.C : International Monetary Fund |
Subject: | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Theorie | Theory | Risiko | Risk |
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