Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Thomas Krabichler"'
Autor:
Thomas Krabichler, Josef Teichmann
Publikováno v:
Frontiers in Artificial Intelligence, Vol 6 (2023)
The extensive application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. This article presents the key notions of Deep Asset-Liability-Management (“Deep ALM”) for a technological transformat
Externí odkaz:
https://doaj.org/article/eee1a45c396c43868bfa3488c1bf7347
Publikováno v:
Frontiers in Artificial Intelligence, Vol 6 (2023)
Retail banks use Asset Liability Management (ALM) to hedge interest rate risk associated with differences in maturity and predictability of their loan and deposit portfolios. The opposing goals of profiting from maturity transformation and hedging in
Externí odkaz:
https://doaj.org/article/3630673b7c1444c5b9f1d04fded12ad2
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 5; Pages: 223
Using techniques from deep learning, we show that neural networks can be trained successfully to replicate the modified payoff functions that were first derived in the context of partial hedging by Föllmer and Leukert. Not only does this approach be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=multidiscipl::229e91557ef375200301c68831ed5030
Autor:
Thomas Krabichler, Nicolas Curin, Hanna Wutte, Vlatka Komaric, Michael Kettler, Xi Kleisinger-Yu, Josef Teichmann
Publikováno v:
Decisions in Economics and Finance, 44 (2)
To the best of our knowledge, the application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. In this article, we utilize techniques inspired by reinforcement learning in order to optimize the op
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00e052fd6572ae0f04779474021a8305
http://arxiv.org/abs/2102.01980
http://arxiv.org/abs/2102.01980
Publikováno v:
Der Betriebswirt: Volume 51, Issue 1. 51:29-34
Der Studie „Zahlungsabwicklung im Internet“ zufolge, die von ibi research an der Universität Regensburg basierend auf einer breit angelegten Erhebung veröff entlicht wurde, zählt die Vermeidung von Zahlungsausfällen zu den größten zukünfti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41c7180207359f1806d3174cecc2eea7
https://doi.org/10.3790/dbw.51.1.29
https://doi.org/10.3790/dbw.51.1.29
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783540744436
EGOV
EGOV
Not only in e-business but also in e-government, the success of online services liable for costs often depends on the convenience of the payment process. To find out the most suitable payment methods for a given egovernment service, the authors devel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::11ee6099496f62d9bf921b05419457e8
https://doi.org/10.1007/978-3-540-74444-3_17
https://doi.org/10.1007/978-3-540-74444-3_17
Publikováno v:
Handbuch E-Money, E-Payment & M-Payment ISBN: 3790816515
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ade90cbd8d08e9af5cd4da97b009e59a
https://doi.org/10.1007/3-7908-1652-3_24
https://doi.org/10.1007/3-7908-1652-3_24