Open AccessOPERATIONAL IT RISK FORECASTING BASED ON EXTREME VALUE THEORY
Author(s) -
Grant S Petrosyan
Publication year - 2018
Publication title -
vestnik moskovskogo gosudarstvennogo oblastnogo universiteta. seriâ: èkonomika/vestnik moskovskogo gosudarstvennogo oblastnogo universiteta. seriâ èkonomika
Language(s) - English
Resource type - Journals
eISSN - 2310-6646
pISSN - 2072-8549
DOI - 10.18384/2310-6646-2018-2-145-154
Subject(s) - extreme value theory , operational risk , value at risk , value (mathematics) , computer science , econometrics , risk analysis (engineering) , actuarial science , risk management , economics , business , statistics , mathematics , finance , machine learning