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A sequential elimination approach to value-at-risk and conditional value-at-risk selection.

Adam J. HepworthMichael P. AtkinsonRoberto Szechtman
Published in: WSC (2017)
Keyphrases
  • high risk
  • fine tuning
  • selection criteria
  • neural network
  • image processing
  • hidden markov models
  • selection algorithm
  • sequential data
  • risk analysis