Multivariate systemic risk measures and computation by deep learning algorithms
A. Doldi, Y. Feng, J.-P. Fouque and M. Frittelli
| Year of publication: |
2023
|
|---|---|
| Authors: | Doldi, A. ; Feng, Y. ; Fouque, Jean-Pierre ; Frittelli, Marco |
| Subject: | Deep learning algorithms | Multivariate utility functions | Primal and dual problems | Systemic risk measures | Algorithmus | Algorithm | Systemrisiko | Systemic risk | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Messung | Measurement | Nutzenfunktion | Utility function |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2231505 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014419169