Optimum and coherent economic capital forecasts with reinforcement machine learning : evidence from optimization algorithms under long and short-sales multiple asset portfolios of emerging markets
Mazin A.M. Al Janabi
| Year of publication: |
2024
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|---|---|
| Authors: | Al Janabi, Mazin A. M. |
| Published in: |
Banking resilience : new insights on corporate governance, sustainability and digital innovation. - London : World Scientific Publishing Europe Ltd, ISBN 978-1-80061-428-4. - 2024, p. 343-389
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| Subject: | Big dataeconomic capital | emerging markets | FinTech | GARCH-M (1;1) | GCC financial markets | liquidity risk | reinforcement machine learning | risk management | portfolio management | liquidity-adjusted value at risk | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Risikomanagement | Risk management | Künstliche Intelligenz | Artificial intelligence | Risikomaß | Risk measure | Finanzmarkt | Financial market | Finanztechnologie | Financial technology |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9781800614291_0010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015179402