Estimating the Value-at-Risk by Temporal VAE.

Robert Sicks Stefanie Grimm Ralf Korn Ivo Richert

Published in: CoRR (2021)

Keyphrases

temporal data
temporal information
spatio temporal
temporal databases
risk management
spatial and temporal
temporal reasoning
risk analysis
temporal evolution
temporal constraints
high risk
temporal relationships
temporal analysis
temporal ordering
data sets
accurate estimation
risk measures