Underdetermination and variability of the results in macro-to-micro stress tests : a machine learning approach
Alexander Denev, Orazio Angelini
| Year of publication: |
2017
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|---|---|
| Authors: | Denev, Alexander ; Angelini, Orazio |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 10.2016/2017, 2, p. 130-149
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| Subject: | stress testing | scenario analysis | probabilistic graphical models | visualisation | model risk | machine learning | Künstliche Intelligenz | Artificial intelligence | Stresstest | Stress test | Szenariotechnik | Scenario analysis | Prognoseverfahren | Forecasting model | Risikomanagement | Risk management | Theorie | Theory | Bankrisiko | Bank risk |
| 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/10011670662