A Statistical Neural Network Approach for Value-at-Risk Analysis

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]

Authors

Xiaoliang Chen

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Kin Keung Lai

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Jerome Yen

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