Using neural networks to aid CVSS risk aggregation — An empirically validated approach
Article in Journal of Innovation in Digital Ecosystems (December 2016)
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Risk Measurement, Econometrics and Neural Networks
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Nonparametric Smoothing and Quantile Estimation in Time Series
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Altmetric BadgeChapter 2 Development of a Credit-Standing-Indicator for Companies Based on Financial Statements and Business Information with Backpropagation-Networks
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Altmetric BadgeChapter 3 Data Warehousing and OLAP: Delivering Just-In-Time Information for Decision Support
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Altmetric BadgeChapter 4 Financial Calculations on the Net
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Altmetric BadgeChapter 5 The Durbin-Watson Test for Neural Regression Models
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Altmetric BadgeChapter 6 Neuro-Fuzzy Methods in Finance Applied to the German Stock Index DAX
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Altmetric BadgeChapter 7 Statistical Process Control and its Application in Finance
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Altmetric BadgeChapter 8 An Analysis of the Financing Behavior of German Stock Corporations Using Artificial Neural Networks
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Altmetric BadgeChapter 9 Portfolio Analysis Based on the Shortfall Concept
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Altmetric BadgeChapter 10 Basics of Statistical VaR-Estimation
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Altmetric BadgeChapter 11 On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach
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Altmetric BadgeChapter 12 Confidence Intervals for the Value-at-Risk
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Altmetric BadgeChapter 13 Regulatory Framework for the Risk Management of German Credit Institutions
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Altmetric BadgeChapter 14 Measuring and Managing Credit Portfolio Risk
Attention for Chapter 11:
On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach