Measuring systematic risk with neural network factor model (Q2137662): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2986336750 / rank | |||
Normal rank | |||
Revision as of 03:33, 20 March 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
16 May 2022
0 references
systematic risk
0 references
neural network
0 references
nonparametric model
0 references
Bayesian statistics
0 references
