Alexander Arimond

University of Kaiserslautern - Sociovestix Labs - a DFKI spin-off

Kaiserslautern, 67663

Germany

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Neural Networks and Value at Risk

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-7
Number of pages: 43 Posted: 03 Jun 2020 Last Revised: 16 Jul 2020
University of Kaiserslautern - Sociovestix Labs - a DFKI spin-off, University of St. Gallen - Institute of Computer Science, Smurfit Graduate Business School, University College Dublin, Deutsche Factoring Bank GmbH & Co. KG and Talanx AG - HDI Global SE
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Abstract:

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Asset Management, Downside Risk, Initialization, Loss Function, Machine Learning, Neural Networks