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Critical infrastructure risk in NHS England : predicting the impact of building portfolio age

Mills, Grant R. W.; Deka, Lipika; Price, Andrew D. F.; … - In: International journal of strategic property management 19 (2015) 2, pp. 159-172

Persistent link: https://www.econbiz.de/10011304026

Machine learning risk models

Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 6 (2019) 1, pp. 37-64

Persistent link: https://www.econbiz.de/10012237599

Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall

Wilkens, Sascha - In: Journal of risk management in financial institutions 12 (2019) 3, pp. 374-383

Persistent link: https://www.econbiz.de/10012131743

Assessing asset tail risk with artificial intelligence : the application of artificial neural network

Becker, Ying L.; Guo, Lin; Nurmamatov, Odilbek - In: Advances in Pacific Basin business, economics, and finance 8 (2020), pp. 23-52

Persistent link: https://www.econbiz.de/10012601378

An Analysis of Machine Learning Risk Factors and Risk Parity Portfolio Optimization

Attari, Muneeb - 2021

Many strategies are used to optimize portfolios to achieve high-profit returns while minimizing risk. Portfolio … building is critical to achieving this aim, and risk budgeting significantly influences portfolio optimization techniques. This … research looks at how machine learning and factor-based portfolio optimization may create risk parity portfolios with risk …

Persistent link: https://www.econbiz.de/10013312964

Derivatives of feed-forward neural networks and their application in real-time market risk management

Ratku, Antal; Neumann, Dirk - In: OR spectrum : quantitative approaches in management 44 (2022) 3, pp. 947-965

Persistent link: https://www.econbiz.de/10013440686

Machine learning portfolios with equal risk contributions : evidence from the Brazilian market

Rubesam, Alexandre - In: Emerging markets review 51 (2022) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10013418822

The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing

Campino, Jonas de Oliveira - In: Journal of risk management in financial institutions 16 (2022/2023) 2, pp. 124-137

Persistent link: https://www.econbiz.de/10014286639

Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement

Quell, Peter - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 43-52

Persistent link: https://www.econbiz.de/10014489153

Assessing Asset Tail Risk with Artificial Intelligence: The Application of Artificial Neural Network

Becker, Ying L.; Guo, Lin; Nurmamatov, Odilbek - In: Advances in Pacific Basin business, economics and finance, (pp. 23-52). 2020

Value at risk (VaR) and expected shortfall (ES) are popular market risk measurements. The former is not coherent but …

Persistent link: https://www.econbiz.de/10015088064