Measuring systematic risk with neural network factor model (Q2137662)
From MaRDI portal
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
0 references
