Measuring systematic risk with neural network factor model (Q2137662)
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scientific article; zbMATH DE number 7527100
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Measuring systematic risk with neural network factor model |
scientific article; zbMATH DE number 7527100 |
Statements
Measuring systematic risk with neural network factor model (English)
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16 May 2022
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systematic risk
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neural network
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nonparametric model
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Bayesian statistics
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0.9082965
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0.88472486
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0.87361526
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0.86845917
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0.84925884
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0.84411216
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