On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical.

Davi Baccan Elton Sbruzzi Luís Macedo

Published in: EPIA (2015)

Keyphrases

risk management
risk assessment
risk analysis
risk evaluation
decision support system
decision making
database
software projects
risk factors
operational risk
historical data
portfolio optimization
machine learning
information systems
commercial banks
financial services