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~isPartOf:"International review of financial analysis"
~subject:"Estimation"
~subject:"Machine learning"
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International review of financial analysis
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VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
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Who is unhappy for Brexit? : a machine-learning, agent-based study on financial instability
Polyzos, Stathis
;
Samitas, Aristeidis
;
Katsaiti, …
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437347
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