CVaR prediction model of the investment portfolio based on the convolutional neural network facilitates the risk management of the financial market
Zheng Wu, Yan Qiao, Shuai Huang, HsienChen Liu
| Year of publication: |
2022
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|---|---|
| Authors: | Wu, Zheng ; Qiao, Yan ; Huang, Shuai ; Liu, HsienChen |
| Published in: |
Journal of global information management. - Hershey, Pa. : IGI Global, ISSN 1533-7995, ZDB-ID 2070054-4. - Vol. 30.2022, 7, Art.-No. 88, p. 1-19
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| Subject: | Big Data | Convolutional Neural Network | CVaR Model | Deep Learning | Digital Finance | Neuronale Netze | Neural networks | Risikomanagement | Risk management | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Big data | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4018/JGIM.293288 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012800070