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A News-Based Approach for Computing Historical Value-at-Risk

Frederik Hogenboom, Michael de Winter, Flavius Frasincar, Alexander Hogenboom. A News-Based Approach for Computing Historical Value-at-Risk. In Jorge Casillas, Francisco J. Martínez-López, Juan Manuel Corchado Rodríguez, editors, Management Intelligent Systems - First International Symposium, IS-MiS 2012, Salamanca, Spain, July 11-13, 2012. Volume 171 of Advances in Intelligent Systems and Computing, pages 283-292, Springer, 2012. [doi]

Authors

Frederik Hogenboom

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Michael de Winter

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Flavius Frasincar

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Alexander Hogenboom

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