Quantile autoregression neural network model with applications to evaluating value at risk.
Qifa XuXi LiuCuixia JiangKeming YuPublished in: Appl. Soft Comput. (2016)
Keyphrases
- neural network model
- neural network
- artificial neural networks
- risk management
- network architecture
- rbf neural network
- using artificial neural networks
- multi layer perceptron
- dynamic characteristics
- bp neural network
- back propagation neural network
- neural models
- decision making
- risk factors
- trained neural network
- multilayer perceptron
- input variables
- central limit theorem
- regularized kernel
- radial basis function
- expert systems
- genetic algorithm