Risk Measurement, Econometrics and Neural Networks : Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany /
This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different a...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg :
Physica-Verlag HD : Imprint : Physica,
1998.
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| Series: | Contributions to economics.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different areas such as debtor analysis, forecasting and corporate finance. In the second part various aspects from Value-at-Risk are discussed. The proceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xii, 306 pages 115 illustrations) |
| ISBN: | 9783642582721 (electronic bk.) 3642582729 (electronic bk.) |
| ISSN: | 1431-1933 |