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Web based application for operational loss collection and value-at-risk and expected shortfall calculation.
Sergey G. Shorokhov
Victoria V. Khaptakhanova
Published in:
ITTMM (Selected Papers) (2019)
Keyphrases
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decision making
monte carlo
database
data sets
risk assessment
search engine
information systems
feature selection
website
decision trees
case study
reinforcement learning
multi agent