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A neural network with shared dynamics for multi‐step prediction of value‐at‐risk and volatility

Baştürk, Nalan; Schotman, Peter C.; Schyns, Hugo - 2022

Persistent link: https://www.econbiz.de/10013539142

Derivatives of feed-forward neural networks and their application in real-time market risk management

Ratku, Antal; Neumann, Dirk - In: OR spectrum : quantitative approaches in management 44 (2022) 3, pp. 947-965

Persistent link: https://www.econbiz.de/10013440686

Model for technology risk assessment in commercial banks

Kang, Wenhao; Cheung, Chi Fai - In: Risks : open access journal 12 (2024) 2, pp. 1-20

As the complexity of banking technology systems increases, the prevention of technological risk becomes an endless battle. Currently, most banks rely on the experience and subjective judgement of experts and employees to allocate resources for technological risk management, which does not...

Persistent link: https://www.econbiz.de/10014497394

Enhancing supply chain resilience : RIME-clustering and ensemble deep learning strategies for late delivery risk prediction

Douaioui, Kaoutar; Oucheikh, Rachid; Mabrouki, Charif - In: LogForum : elektroniczne czasopismo naukowe z dziedziny … 20 (2024) 1, pp. 55-71

Persistent link: https://www.econbiz.de/10014520011

Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany

Bol, Georg (ed.); Abberger, Klaus (ed.); … - Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe> - 1998

Persistent link: https://www.econbiz.de/10014013337

When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets

Sitara Karim; Muhammad Shafiullah; Naeem, Muhammad Abubakr - In: International review of financial analysis 93 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543472