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pro vyhledávání: '"Madhar, Nisrine"'
Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools can asses
Externí odkaz:
http://arxiv.org/abs/2406.08019
A major concern when dealing with financial time series involving a wide variety ofmarket risk factors is the presence of anomalies. These induce a miscalibration of the models used toquantify and manage risk, resulting in potential erroneous risk me
Externí odkaz:
http://arxiv.org/abs/2209.11686
Publikováno v:
Algorithms; Oct2022, Vol. 15 Issue 10, pN.PAG-N.PAG, 38p
