A News-Based Approach for Computing Historical Value-at-Risk.

Frederik Hogenboom Michael de Winter Flavius Frasincar Alexander Hogenboom

Published in: IS-MiS (2012)

Keyphrases

social media
risk management
news stories
real time
web news
high risk
e learning
risk assessment
news articles
historical data
minimum risk
risk factors
user generated content
decision support system
multi agent
keywords
multiscale
learning algorithm
neural network
data sets