Value-at-Risk
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Author(s)
Mostafa, F
Dillon, T
Chang, E
Dillon, T
Chang, E
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2017
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Abstract
The increase in volatilities in world markets has made risk management tools a necessity for understanding and controlling risk exposure.
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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
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1st
Volume
697
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Subject
Control engineering, mechatronics and robotics
Artificial intelligence
Machine learning
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Citation
Mostafa, F; Dillon, T; Chang, E, Value-at-Risk, Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk, 2017, 697, pp. 137-147