BP-CVaR: a novel model of estimating CVaR with back propagation algorithm (Q824009)
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scientific article; zbMATH DE number 7444970
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| English | BP-CVaR: a novel model of estimating CVaR with back propagation algorithm |
scientific article; zbMATH DE number 7444970 |
Statements
BP-CVaR: a novel model of estimating CVaR with back propagation algorithm (English)
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14 December 2021
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risk measure
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CVaR
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back propagation
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BP-CVaR
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back-testing
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0.7194400429725647
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0.7164667248725891
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0.7143533229827881
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0.7096384763717651
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0.7090293765068054
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