• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

Selection of efficient market risk models: Backtesting results evaluation with DEA approach.

Ales KrestaTomás Tichý
Published in: Comput. Ind. Eng. (2016)
Keyphrases
  • neural network
  • decision making
  • parameter estimation
  • evaluation method
  • data sets
  • prior knowledge
  • experimental data
  • cost effective
  • risk management
  • search engine
  • decision trees