Davi Baccan, Elton Sbruzzi, Luís Macedo. On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical. In Francisco Pereira, Penousal Machado, Ernesto Costa, Amílcar Cardoso, editors, Progress in Artificial Intelligence - 17th Portuguese Conference on Artificial Intelligence, EPIA 2015, Coimbra, Portugal, September 8-11, 2015. Proceedings. Volume 9273 of Lecture Notes in Computer Science, pages 402-413, Springer, 2015. [doi]
@inproceedings{BaccanSM15,
title = {On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical},
author = {Davi Baccan and Elton Sbruzzi and Luís Macedo},
year = {2015},
doi = {10.1007/978-3-319-23485-4_40},
url = {http://dx.doi.org/10.1007/978-3-319-23485-4_40},
researchr = {https://researchr.org/publication/BaccanSM15},
cites = {0},
citedby = {0},
pages = {402-413},
booktitle = {Progress in Artificial Intelligence - 17th Portuguese Conference on Artificial Intelligence, EPIA 2015, Coimbra, Portugal, September 8-11, 2015. Proceedings},
editor = {Francisco Pereira and Penousal Machado and Ernesto Costa and Amílcar Cardoso},
volume = {9273},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-319-23484-7},
}