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Corrected-Hill versus partially reduced-bias value-at-risk estimation.

M. Ivette GomesFrederico CaeiroFernanda FigueiredoLígia Henriques-RodriguesDinis Pestana
Published in: Commun. Stat. Simul. Comput. (2020)
Keyphrases
  • risk management
  • accurate estimation
  • information retrieval
  • error analysis
  • neural network
  • multi agent
  • search algorithm
  • trade off
  • estimation algorithm
  • significantly reduced
  • risk factors
  • risk analysis