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Use of neural network models in the market risk management

M. Radosteva, V. Soloviev, V. Ivanyuk, A. Tsvirkun

2018.8.23Advances in Systems Science and Applications

DOI: 10.25728/assa.2018.18.2.582

tlooto Summary

A lower bound of the yield to be forecast by the neural network model with a certain level of significance is determined, to build a model that can enable us to assess a market risk for a company.

Abstract

Abstract is not available.

Citation format

RADOSTEVA, M., et al. Use of neural network models in the market risk management. Advances in Systems Science and Applications, 2018, 18: 53–58.