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pro vyhledávání: '"Matell, Axel"'
Autor:
Friedman, Dan, Matell, Axel
The study has examined the performance of six different specifications of Recurrent Neural Networks designed to predict Value at Risk at the one and five percent level. The models have been tested on the OMX30 stock index, the SEK/EUR exchange rate a
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-530654
