Comparing the Estimations of Value-at-Risk Using Artificial Network and Other Methods for Business Sectors

Siu-Cheung, Ziqi Chen, Yanli Li. Comparing the Estimations of Value-at-Risk Using Artificial Network and Other Methods for Business Sectors. In Luca Oneto, Nicolò Navarin, Alessandro Sperduti, Davide Anguita, editors, Recent Advances in Big Data and Deep Learning, Proceedings of the INNS Big Data and Deep Learning Conference INNSBDDL 2019, held at Sestri Levante, Genova, Italy 16-18 April 2019. pages 267-275, Springer, 2019. [doi]

Abstract

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