Mathematical finance with applications
Year of publication: |
2020
|
---|---|
Other Persons: | Wong, Wing Keung (contributor) ; Guo, Xu (contributor) ; Ortobelli Lozza, Sergio (contributor) |
Publisher: |
Basel : MDPI |
Subject: | cluster analysis | equity index networks | machine learning | copulas | dependence structures | quotient of random variables | density functions | distribution functions | multi-factor model | risk factors | OLS and ridge regression model | python | chi-square test | quantile | VaR | quadrangle | CVaR | conditional value-at-risk |
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