DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks

Determining and minimizing risk exposure pose one of the biggest challenges in the financial industry as an environment with multiple factors that affect (non-)identified risks and the corresponding decisions. Various estimation metrics are utilized towards robust and efficient risk management frame...

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Detalles Bibliográficos
Autores principales: Fatouros, Georgios, Makridis, Georgios, Kotios, Dimitrios, Soldatos, John, Filippakis, Michael, Kyriazis, Dimosthenis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9006212/
https://www.ncbi.nlm.nih.gov/pubmed/35434526
http://dx.doi.org/10.1007/s42521-022-00050-0

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9006212/
https://www.ncbi.nlm.nih.gov/pubmed/35434526
http://dx.doi.org/10.1007/s42521-022-00050-0

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