Interaction between financial risk measures and machine learning methods
Jun-Ya Gotoh; Akiko Takeda; Rei Yamamoto
| Year of publication: |
2014
|
|---|---|
| Authors: | Gotoh, Jun-ya ; Takeda, Akiko ; Yamamoto, Rei |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 11.2014, 4, p. 365-402
|
| Subject: | ν -Support vector machine (ν -SVM) | Conditional value-at-risk (CVaR) | Mean-absolute semi-deviation (MASD) | Coherent measures of risk | Credit rating | Risikomaß | Risk measure | Künstliche Intelligenz | Artificial intelligence | Kreditwürdigkeit | Risiko | Risk | Messung | Measurement | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010437153