Stochastic Correlation in Risk Analytics: A Financial Perspective.
Cuicui LuoLuis A. SecoPublished in: IEEE Syst. J. (2017)
Keyphrases
- risk management
- portfolio optimization
- credit risk
- decision making
- learning analytics
- risk analysis
- financial risk
- viewpoint
- portfolio management
- business intelligence
- monte carlo
- stock market
- data management
- risk assessment
- financial crisis
- case study
- investment decisions
- financial data
- data mining
- risk factors
- neural network
- stochastic optimization
- high risk
- stochastic model
- high correlation
- data analysis
- risk evaluation
- stochastic processes
- early warning
- highly correlated
- decision support system
- minimum risk