A Statistical Neural Network Approach for Value-at-Risk Analysis.

Xiaoliang Chen Kin Keung Lai Jerome Yen

Published 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