Alternative Approximations to Value-At-Risk: A Comparison.

Donald Lien Xiaobin Yang Keying Ye

Published in: Commun. Stat. Simul. Comput. (2014)

Keyphrases

multiresolution
minimum risk
case study
variational methods
risk analysis
real time
data mining
information retrieval
expert systems
artificial neural networks
hidden markov models
closed form
risk factors
efficient computation
expected utility