Learning about tail risk : machine learning and combination with regularization in market risk management
Shuai Wang, Qian Wang, Helen Lu, Dongxue Zhang, Qianyi Xing, Jianzhou Wang
| Year of publication: |
2025
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|---|---|
| Authors: | Wang, Shuai ; Wang, Qian ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi ; Wang, Jianzhou |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 1873-5274, ZDB-ID 1491111-5. - Vol. 133.2025, Art.-No. 103249, p. 1-26
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| Subject: | Decision support systems | Forecast combination | Machine learning | Optimization | Risk management | Künstliche Intelligenz | Artificial intelligence | Risikomanagement | Prognoseverfahren | Forecasting model | Management-Informationssystem | Management information system | Lernprozess | Learning process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2024.103249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015407153