Learning extreme expected shortfall and conditional tail moments with neural networks. Application to cryptocurrency data
| Autor: | Allouche, Michaël, Girard, Stéphane, Gobet, Emmanuel |
|---|---|
| Zdroj: | In Neural Networks February 2025 182 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect