Machine Learning in Financial Market Risk : VaR Exception Classification Model
Year of publication: |
2022
|
---|---|
Authors: | Xiong, Wei |
Publisher: |
[S.l.] : SSRN |
Subject: | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 10, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.4282705 [DOI] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; c38 |
Source: | ECONIS - Online Catalogue of the ZBW |
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