Non-Crossing Dual Neural Network : Joint Value at Risk and Conditional Tail Expectation Regression with Non-Crossing Conditions
Year of publication: |
2023
|
---|---|
Authors: | Vidal-Llana, Xenxo ; Salort Sánchez, Carlos ; Coia, Vincenzo ; Guillen, Montserrat |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Neuronale Netze | Neural networks | Risikomaß | Risk measure | Regressionsanalyse | Regression analysis |
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