Event-based historical Value-at-Risk.
Frederik HogenboomMichael de WinterMilan JansenAlexander HogenboomFlavius FrasincarUzay KaymakPublished in: CIFEr (2012)
Keyphrases
- risk management
- event detection
- risk factors
- risk assessment
- historical data
- event driven
- decision making
- minimum risk
- neural network
- empirical risk
- image segmentation
- loss function
- lower bound
- digital libraries
- feature selection
- high risk
- information systems
- publish subscribe
- artificial intelligence
- real time
- retail banking