Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management.
Hamidreza ArianMehrdad MoghimiEhsan TabatabaeiShiva ZamaniPublished in: CoRR (2020)
Keyphrases
- risk management
- risk assessment
- risk evaluation
- risk analysis
- financial institutions
- chance discovery
- decision support system
- portfolio optimization
- operational risk
- risk factors
- financial services
- software projects
- project management
- financial markets
- commercial banks
- data sets
- software engineering
- management system
- decision making
- artificial intelligence