Interaction between financial risk measures and machine learning methods (Q2355190): Difference between revisions
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Revision as of 20:01, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interaction between financial risk measures and machine learning methods |
scientific article |
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Interaction between financial risk measures and machine learning methods (English)
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21 July 2015
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\(\nu\)-support vector machine (\(\nu\)-SVM)
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conditional value-at-risk (CVaR)
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mean-absolute semi-deviation (MASD)
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coherent measures of risk
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credit rating
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