Výsledky vyhledávání - "Carlo Decherchi"

Akademický článek

Stima prospettica delle misure finanziarie e di rischio mediante reti neurali dinamiche: un’applicazione al mercato statunitense

Autor: Carlo Decherchi, Pier Giuseppe Giribone

Publikováno v: Risk Management Magazine, Vol 15, Iss 1, Pp 50-69 (2021)

The purpose of this article is to explain how a technology based on dynamic neural networks is used for prices forecasting in order to calculate risk measures, such as the Expected Shortfall (CVar). The paper is focused on US market and is divided i

Externí odkaz: https://doaj.org/article/81ee63178a324fb5a906c11eabfee560

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Prospective estimate of financial risk measures through dynamic neural networks: an application to the U.S. market

Autor: Carlo Decherchi, Banca Carige, Pier Giuseppe Giribone

Publikováno v: Risk Management Magazine. 1:50-69

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8f7c0ea00fe39e29b986c11b0cc18417
https://doi.org/10.47473/2020rmm0008

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