Study of Interest Rate Risk Measurement Based on VAR Method.
Feihang WangLi ZhangFeiting WangPublished in: WHICEB (2014)
Keyphrases
- study proposes
- computationally efficient
- high accuracy
- simulation study
- significant improvement
- objective function
- optimization method
- high precision
- computational cost
- experimental evaluation
- optimization algorithm
- edge detection
- support vector machine svm
- segmentation algorithm
- detection algorithm
- cost function
- pairwise
- statistical methods
- preprocessing
- data sets
- risk factors