Xiaoliang Chen, Kin Keung Lai, Jerome Yen. A Statistical Neural Network Approach for Value-at-Risk Analysis. In Lean Yu, Kin Keung Lai, S. K. Mishra, editors, Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 2. pages 17-21, IEEE Computer Society, 2009. [doi]
Abstract is missing.