Multivariate systemic risk measures and computation by deep learning algorithms (Q6063320)
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scientific article; zbMATH DE number 7762000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate systemic risk measures and computation by deep learning algorithms |
scientific article; zbMATH DE number 7762000 |
Statements
Multivariate systemic risk measures and computation by deep learning algorithms (English)
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7 November 2023
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systemic risk measures
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multivariate utility functions
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primal and dual problems
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deep learning algorithms
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