Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement

Autor:	Hamid Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani
Rok vydání:	2022
Předmět:	Numerical Analysis General Computer Science Applied Mathematics Modeling and Simulation Theoretical Computer Science
Zdroj:	Mathematics and Computers in Simulation. 202:500-525
ISSN:	0378-4754
DOI:	10.1016/j.matcom.2022.07.015
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::38d747a5e8bfa385b89f2a2cd788075e https://doi.org/10.1016/j.matcom.2022.07.015 Zobrazit plný text záznamu Full Text from ScienceDirect