Jun-ya Gotoh, Akiko Takeda, Rei Yamamoto. Interaction between financial risk measures and machine learning methods. Comput. Manag. Science, 11(4):365-402, 2014. [doi]
@article{GotohTY14,
title = {Interaction between financial risk measures and machine learning methods},
author = {Jun-ya Gotoh and Akiko Takeda and Rei Yamamoto},
year = {2014},
doi = {10.1007/s10287-013-0175-5},
url = {http://dx.doi.org/10.1007/s10287-013-0175-5},
researchr = {https://researchr.org/publication/GotohTY14},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {11},
number = {4},
pages = {365-402},
}