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Interaction between financial risk measures and machine learning methods
Gotoh, Jun-ya; Takeda, Akiko; Yamamoto, Rei - In: Computational Management Science : CMS 11 (2014) 4, pp. 365-402
Persistent link: https://www.econbiz.de/10010437153
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Machine learning risk models
Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 6 (2019) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012237599
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Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
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Artificial intelligence approach to momentum risk-taking
Tscherednik, Iwan Wladimirowitsch - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-42
We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on … this paper. It proved to be successful in extensive historical and real-time experiments. Momentum risk-taking is one of …
Persistent link: https://www.econbiz.de/10012698279
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An improved BPNN algorithm based on deep learning technology to analyze the market risks of A+H shares
Wu, Yi; Zhu, Delong; Liu, Zijian; Li, Xin Li - In: Journal of global information management 30 (2022) 7, pp. 1-23
Persistent link: https://www.econbiz.de/10012800063
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Extraterrestrial artificial intelligence : the final existential risk?
Naudé, Wim - 2023
extraterrestrial civilization that we may encounter will be an AGI, and such an AGI will pose an existential risk. Two arguments are …
Persistent link: https://www.econbiz.de/10013541892
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Supply chain management based on uncertainty theory : a bibliometric analysis and future prospects
Chen, Lin; Wang, Yuanling; Peng, Jin; Xiao, Qinzi - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 4, pp. 599-636
Persistent link: https://www.econbiz.de/10015079809
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Essays on robust portfolio management
Plachel, Lukas - 2019
-of-sample volatility if a jump in systematic risk occurs. Chapter 2 introduces a covariance estimation approach which is based solely on … systematischen Risiko auftreten. Kapitel 2 führt eine Kovarianz-Schätzmethode ein, welche auf charakteristische Unternehmens …
Persistent link: https://www.econbiz.de/10012152145
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Modeling of linear uncertain portfolio selection with uncertain constraint and risk index
Guo, Weiwei; Zhang, Wei-Guo; Gong, Zaiwu - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 3, pp. 469-496
Persistent link: https://www.econbiz.de/10015079798
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Portfolio selection with second order uncertain dominance constraint
Huang, Xiaoxia; Meng, Xue; Xu, Xiaozhu - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 4, pp. 561-575
Persistent link: https://www.econbiz.de/10015079805