Measuring systematic risk with neural network factor model (Q2137662): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: Adam / rank
 
Normal rank

Revision as of 02:05, 29 February 2024

scientific article
Language Label Description Also known as
English
Measuring systematic risk with neural network factor model
scientific article

    Statements

    Measuring systematic risk with neural network factor model (English)
    0 references
    0 references
    0 references
    16 May 2022
    0 references
    systematic risk
    0 references
    neural network
    0 references
    nonparametric model
    0 references
    Bayesian statistics
    0 references

    Identifiers