Interaction between financial risk measures and machine learning methods (Q2355190): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10287-013-0175-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2006359467 / rank | |||
Normal rank | |||
Revision as of 00:57, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interaction between financial risk measures and machine learning methods |
scientific article |
Statements
Interaction between financial risk measures and machine learning methods (English)
0 references
21 July 2015
0 references
\(\nu\)-support vector machine (\(\nu\)-SVM)
0 references
conditional value-at-risk (CVaR)
0 references
mean-absolute semi-deviation (MASD)
0 references
coherent measures of risk
0 references
credit rating
0 references
