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1 Ergebnisse
1
Predicting Value-at-Risk with Risk-aware Mutual Attention M..:
, In:
2023 IEEE International Conference on Data Mining Workshops (ICDMW)
,
Wu, Chien-Shuo
;
Li, Shiou-Chi
;
Huang, Jen-Wei
- p. 485-489 , 2023
Link:
https://doi.org/10.1109/ICDMW60847.2023.00069
RT T1
2023 IEEE International Conference on Data Mining Workshops (ICDMW)
: T1
Predicting Value-at-Risk with Risk-aware Mutual Attention Mechanism
UL https://suche.suub.uni-bremen.de/peid=ieee-10411597&Exemplar=1&LAN=DE A1 Wu, Chien-Shuo A1 Li, Shiou-Chi A1 Huang, Jen-Wei YR 2023 SN 2375-9259 K1 Training K1 Globalization K1 Predictive models K1 Loss measurement K1 Data models K1 Data mining K1 Risk management K1 Value-at-Risk (VaR) K1 Variational Mode Decomposition (VMD) K1 Higher order Moment SP 485 OP 489 LK http://dx.doi.org/https://doi.org/10.1109/ICDMW60847.2023.00069 DO https://doi.org/10.1109/ICDMW60847.2023.00069 SF ELIB - SuUB Bremen
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