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Comparing VaR Approximation Methods that Use the First Four Moments as Inputs.

Donald LienChristopher StroudKeying Ye
Published in: Commun. Stat. Simul. Comput. (2016)
Keyphrases
  • approximation methods
  • machine learning
  • belief state
  • neural network
  • training data
  • support vector
  • feature maps