CVaR Prediction Model of the Investment Portfolio Based on the Convolutional Neural Network Facilitates the Risk Management of the Financial Market

Zheng Wu, Yan Qiao, Shuai Huang, Hsien Chen Liu. CVaR Prediction Model of the Investment Portfolio Based on the Convolutional Neural Network Facilitates the Risk Management of the Financial Market. JGIM, 30(7):1-19, 2022. [doi]

Abstract

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