Encoded value-at-risk: a machine learning approach for portfolio risk measurement (Q2168136)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Encoded value-at-risk: a machine learning approach for portfolio risk measurement |
scientific article; zbMATH DE number 7578530
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Encoded value-at-risk: a machine learning approach for portfolio risk measurement |
scientific article; zbMATH DE number 7578530 |
Statements
Encoded value-at-risk: a machine learning approach for portfolio risk measurement (English)
0 references
31 August 2022
0 references
value-at-risk
0 references
financial risk management
0 references
machine learning
0 references
artificial neural networks
0 references
variational autoencoders
0 references
0 references
0 references
