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To assess the multiperiod market risk with deep learning method taking the boosting additive quantile regression as an example.

Min Guan
Published in: Comput. Intell. (2022)
Keyphrases
  • similarity measure
  • deep learning
  • probabilistic model
  • classification accuracy
  • feature selection
  • reinforcement learning
  • higher order
  • training samples
  • segmentation method
  • cross validation