An R Package for Value at Risk and Expected Shortfall.

Stephen Chan Saralees Nadarajah Emmanuel Afuecheta

Published in: Commun. Stat. Simul. Comput. (2016)

Keyphrases

risk neutral
risk management
high risk
risk assessment
opportunity cost
decision trees
risk factors
risk analysis
risk averse
neural network
data mining
computer vision
clustering algorithm
objective function
medical images
monte carlo