Tail risk early warning system for capital markets based on machine learning algorithms
Zongxin Zhang, Ying Chen
| Year of publication: |
2022
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|---|---|
| Authors: | Zhang, Zongxin ; Chen, Ying |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 3, p. 901-923
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| Subject: | AcF Model | Machine Learning Algorithms | Risk Warning | Tail Risk Measurement | Künstliche Intelligenz | Artificial intelligence | Frühwarnsystem | Early warning system | Finanzmarkt | Financial market | Algorithmus | Algorithm | Risiko | Risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10171-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380850