Early warning of Chinese Yuan's exchange rate fluctuation and value at risk measure using neural network joint optimization algorithm
Zhaoyi Xu, Yuqing Zeng, Yangrong Xue, Shenggang Yang
| Year of publication: |
2022
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| Authors: | Xu, Zhaoyi ; Zeng, Yuqing ; Xue, Yangrong ; Yang, Shenggang |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 4, p. 1293-1315
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| Subject: | Deep learning | Exchange rate fluctuation | Neural network | Risk | VaR measure | Wechselkurs | Exchange rate | Neuronale Netze | Neural networks | Risikomaß | Risk measure | Theorie | Theory | China | Volatilität | Volatility | Renminbi | Messung | Measurement | Risiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10144-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445750