Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Georgios Sermpinis, Jason Laws and Christian L. Dunis
| Year of publication: |
2015
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|---|---|
| Authors: | Sermpinis, Georgios ; Laws, Jason ; Dunis, Christian |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 4/6, p. 316-336
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| Subject: | artificial intelligence | forecasting | value at risk | extreme value theory | loss function | Risikomaß | Risk measure | Neuronale Netze | Neural networks | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Theorie | Theory | Ausreißer | Outliers | Risikomanagement | Risk management |
| 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/10010528195