On Estimation of Value-at-Risk with Recurrent Neural Network.
Zhichao DuMenghan WangZhewen XuPublished in: AI4I (2019)
Keyphrases
- recurrent neural networks
- neural network
- artificial neural networks
- recurrent networks
- long short term memory
- echo state networks
- complex valued
- feedforward neural networks
- feed forward
- reservoir computing
- hidden layer
- neural model
- high risk
- decision making
- risk assessment
- nonlinear dynamic systems
- estimation accuracy
- risk factors
- estimation error
- risk management
- input output
- control system
- artificial intelligence