Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Peter Quell
| Year of publication: |
2023
|
|---|---|
| Authors: | Quell, Peter |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 17.2023, 1, p. 43-52
|
| Subject: | adaptive methods | Basel regulation | Kalman filter | machine learning | market risk | model risk | Künstliche Intelligenz | Artificial intelligence | Finanzmarkt | Financial market | Risikomanagement | Risk management | Marktrisiko | Market risk | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risiko | Risk | Basler Akkord | Basel Accord | Zustandsraummodell | State space model | Bankrisiko | Bank risk | Theorie | Theory |
| 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/10014489153