Statistical learning of value-at-risk and expected shortfall (Q6868288)
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scientific article; zbMATH DE number 8150881
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| default for all languages | No label defined |
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| English | Statistical learning of value-at-risk and expected shortfall |
scientific article; zbMATH DE number 8150881 |
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Statistical learning of value-at-risk and expected shortfall (English)
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26 January 2026
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expected shortfall
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neural networks
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numerical finance
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quantile crossings
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quantile regression
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value-at-risk
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