Michael de Winter

Publication Activity (10 Years)

Years Active: 2012-2015
Publications (10 Years): 1

Top Topics

Risk Assessment

Historical Data

Top Venues

Expert Syst. Appl.

Publications

Frederik Hogenboom, Michael de Winter, Flavius Frasincar, Uzay Kaymak
A news event-driven approach for the historical value at risk method. Expert Syst. Appl. 42 (10) (2015)
Frederik Hogenboom, Michael de Winter, Flavius Frasincar, Alexander Hogenboom
A News-Based Approach for Computing Historical Value-at-Risk. IS-MiS (2012)
Frederik Hogenboom, Michael de Winter, Milan Jansen, Alexander Hogenboom, Flavius Frasincar, Uzay Kaymak
Event-based historical Value-at-Risk. CIFEr (2012)