Estimation of value-at-risk for exchange risk via kernel based nonlinear ensembled multi scale model. In: Sun, F and Zhang, J and Tan, Y and Cao, J (Ed.), Advances in Neural Networks -- ISNN...
Chapter 16: Value at risk In chapter 14 “The Greek Letters” describe different aspects of the portfolio consisting of options and other deriva..
For a multi-loss function, at a given confidence level, the concepts of the loss value not exceeding a given minimum value at risk(Va R) and the corresponding cumulative expected loss value(i.e., the CVa R loss value) with the corresponding weight value level are introduced first. Then,...
This will most frequently be done by identifying market risk factors and modelling the impact of changes in market risk factors on the portfolio value. One increasingly popular measure for portfolio risk is the so called Value-at-Risk (VaR). This paper aims to show how VaR estimates can be ...
The whole point is they will try to get better at it and create value by leveraging JD’s massive distribution platforms. To reiterate in my original JD paper posted several weeks ago, JD Finance’s management team is prioritizing risk management over speculative lending growth. As GMV grows,...
Based on a critical analysis of the public debate on street gangs in Quebec, which is currently structured by preventive actions geared towards "at-risk" y... Boudreau,Julie-Anne - 《Acme An International E Journal for Critical Geographies》 被引量: 4发表: 2013年 Management issues regarding ...
Risk-Free Rates M6-1 Spot Rate M6-2 Yield Curve M6-2 Treasury STRIP bond M6-2 Inverted Yield Curve M6-3 Flat Yield Curve M6-3 Law of One Price M6-4 Forward Rate M6-5 Implied Forward Rate M6-5 Module 7 Assets M7-1 Liabilities M7-1 Liability Management M7-1 Matching Assets and ...
Extreme Value Theory and Copula Theory: A Risk Management Application with Energy Futures. Deregulation of the energy market and surging trading activities have made the energy markets even more volatile in recent years. Under such circumstances,... J Liu - University of Victoria (Canada). 被引量...
In medical research, explanatory continuous variables are frequently transformed or converted into categorical variables. If the coding is unknown, many tests can be used to identify the “optimal” transformation. This common process, involving the prob
In essence, geopolitical risk events spur B2B disruptions and adversely affect industrial value added, influenced by B2B marketing performance. Geopolitical risk poses a threat to industrial value addition, particularly within global value chains (GVCs), both in the short and long term. Ahir, Bloom,...