A Statistical Neural Network Approach for Value-at-Risk Analysis.
Xiaoliang ChenKin Keung LaiJerome YenPublished in: CSO (2) (2009)
Keyphrases
- risk analysis
- neural network
- risk management
- risk assessment
- risk factors
- intelligent data analysis
- artificial neural networks
- decision making
- statistical analysis
- neural network model
- influence diagrams
- information security
- statistical methods
- back propagation
- databases
- pattern recognition
- genetic algorithm
- fuzzy numbers
- statistical models
- control system
- metadata
- intelligent systems
- computational intelligence
- software engineering
- machine learning