Assessing asset tail risk with artificial intelligence : the application of artificial neural network
Ying L. Becker, Lin Guo and Odilbek Nurmamatov
| Year of publication: |
2020
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| Authors: | Becker, Ying L. ; Guo, Lin ; Nurmamatov, Odilbek |
| Published in: |
Advances in Pacific Basin business, economics, and finance. - Bingley, UK : Emerald Publishing, ISSN 2514-4650, ZDB-ID 1293820-8. - Vol. 8.2020, p. 23-52
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| Subject: | Asset tail risk | VaR and ES | artificial neural network | feedforward | training | forecast | in-sample prediction | out-of-sample forecast | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Risikomaß | Risk measure | Prognose | Forecast | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/S2514-465020200000008002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012601378