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Nonparametric Adaptive Value-at-Risk Quantification Based on the Multiscale Energy Distribution of Asset Returns.
George Tzagkarakis
Frantz Maurer
Thomas Dionysopoulos
Published in:
EUSIPCO (2020)
Keyphrases
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energy distribution
multiscale
subband
wavelet transform
image processing
image segmentation
edge detection
natural images
filter bank
frequency band
wavelet decomposition
sharpe ratio
computer vision
high quality
color images
image representation