
Prospective estimate of financial risk measures through dynamic neural networks: an application to the U.S. market
Author(s) -
Carlo Decherchi,
Pietro Giribone
Publication year - 2020
Publication title -
risk management magazine
Language(s) - English
Resource type - Journals
eISSN - 2724-2153
pISSN - 2612-3665
DOI - 10.47473/2020rmm0008
Subject(s) - artificial neural network , business , market risk , actuarial science , economics , finance , computer science , artificial intelligence