Implementing Value-at-Risk and Expected Shortfall for Real Time Risk Monitoring.
Petra RistauPublished in: DATA (2019)
Keyphrases
- real time
- early warning
- risk neutral
- opportunity cost
- risk factors
- low cost
- risk assessment
- minimum risk
- risk measures
- decision making
- monitoring system
- risk management
- high risk
- risk analysis
- health monitoring
- risk averse
- real world
- vision system
- expert systems
- image sequences
- credit risk
- social networks
- artificial intelligence
- genetic algorithm