Peter Mitic. Direct Determination of Operational Value-at-Risk Using Descriptive Statistics. In Paulo Quaresma, David Camacho, Hujun Yin, Teresa Gonçalves 0001, Vicente Julián, Antonio J. Tallón-Ballesteros, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2023 - 24th International Conference, Évora, Portugal, November 22-24, 2023, Proceedings. Volume 14404 of Lecture Notes in Computer Science, pages 120-129, Springer, 2023. [doi]
Abstract is missing.