A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression

Xiaodao Wu, Yanfeng Sun, Yanchun Liang. A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression. In Xiaotie Deng, Yinyu Ye, editors, Internet and Network Economics, First International Workshop, WINE 2005, Hong Kong, China, December 15-17, 2005, Proceedings. Volume 3828 of Lecture Notes in Computer Science, pages 1094-1102, Springer, 2005. [doi]

Abstract

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