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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...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2022
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| Materias: | |
| 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 |