Investment risk model based on intelligent fuzzy neural network and VaR

DOI10.1016/J.CAM.2019.112707MaRDI QIDQ2297151zbMATH OpenOpenAlexWikidataFDO

Authors Jiboning Zhang

Publication date 18 February 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.112707

zbMATH Keywords

risk measurementfuzzy neural networkasset riskfinancing platform

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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Cites work

• Research and application of credit rating model in small and micro enterprises based on fuzzy neural network
• Triangular fuzzy series forecasting based on grey model and neural network

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(5)

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• Local government debt risk assessment and future borrowing planning in the process of urbanization
• Financing behavior model of the investing and financing platform based on local government guarantee
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• Design of evolutionary finite difference solver for numerical treatment of computer virus propagation with countermeasures model

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