Neural networks and value at risk
Alexander Arimond, Damian S. Borth, Andreas G.F. Hoepner, Michael Klawunn, Stefan Weisheit
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Arimond, Alexander ; Borth, Damian S. ; Hoepner, Andreas G. F. ; Klawunn, Michael ; Weisheit, Stefan |
| Publisher: |
[Dublin] : Financial Mathematics and Computation Research Cluster |
| Subject: | Asset Management | Downside Risk | Initialization | Loss Function | Machine Learning | Neural Networks | Prognoseverfahren | Forecasting model | Theorie | Theory | Neuronale Netze | Neural networks | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence |
| Description of contents: |
Inspired by Gu, Kelly & X ...
|
freely available
| Extent: | 1 Online-Ressource (circa 43 Seiten) Illustrationen |
|---|---|
| Series: | Michael J. Brennan Irish finance working paper series research paper. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ZDB-ID 3010081-1. - Vol. no. 20, 7 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.2139/ssrn.3591996 [DOI] |
| Classification: | C01 - Econometrics ; c57 ; c58 ; G01 - Financial Crises ; G17 - Financial Forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418364