On conditional risk estimation considering model risk (Q5138086)
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scientific article; zbMATH DE number 7281562
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On conditional risk estimation considering model risk |
scientific article; zbMATH DE number 7281562 |
Statements
On conditional risk estimation considering model risk (English)
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3 December 2020
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artificial intelligence models
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conditional value at risk
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LS-SVR
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GARCH models
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model risk
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spareness
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0.8016841411590576
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0.7602349519729614
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0.7599961161613464
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0.7575627565383911
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0.7476146221160889
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