Computational Methods for Risk Management in Economics and Finance
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational t...
Сохранить в:
| Главный автор: | |
|---|---|
| Формат: | Online |
| Язык: | английский |
| Опубликовано: |
MDPI - Multidisciplinary Digital Publishing Institute
2021
|
| Предметы: | |
| Online-ссылка: | 45985 |
| Метки: |
Нет меток, Требуется 1-ая метка записи!
|
| _version_ | 1869521177569918976 |
|---|---|
| author | Resta, Marina |
| author_browse | Resta, Marina |
| author_facet | Resta, Marina |
| author_sort | Resta, Marina |
| collection | Directory of Open Access Books |
| description | At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases. |
| format | Online |
| id | doab-20.500.12854ir-43705 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-437052023-12-20T15:54:23Z Computational Methods for Risk Management in Economics and Finance Resta, Marina HG1-9999 growth optimal portfolio Wishart model conditional Value-at-Risk (CoVaR) systemic risk utility functions current drawdown risk measure risk-based portfolios capital market pricing model systemic risk measures Big Data International Financial Reporting Standard 9 cartography stock prices copula models CoVaR quantitative risk management auto-regressive fractional Kelly allocation independence assumption deep learning structural models financial regulation data science efficient frontier weighted logistic regression estimation error financial markets capital allocation multi-step ahead forecasts target matrix value at risk random matrices credit risk portfolio theory convex programming admissible convex risk measures non-stationarity financial mathematics quantile regression Markowitz portfolio theory shrinkage loss given default ordered probit bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics) At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases. 2021-02-11T10:19:08Z 2021-02-11T10:19:08Z 2020-06-09 16:38:57 2020 book 45985 9783039284993 9783039284986 https://directory.doabooks.org/handle/20.500.12854/43705 eng application/octet-stream Attribution-NonCommercial-NoDerivatives 4.0 International https://mdpi.com/books/pdfview/book/2159 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-03928-499-3 10.3390/books978-3-03928-499-3 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783039284993 9783039284986 234 open access |
| spellingShingle | HG1-9999 growth optimal portfolio Wishart model conditional Value-at-Risk (CoVaR) systemic risk utility functions current drawdown risk measure risk-based portfolios capital market pricing model systemic risk measures Big Data International Financial Reporting Standard 9 cartography stock prices copula models CoVaR quantitative risk management auto-regressive fractional Kelly allocation independence assumption deep learning structural models financial regulation data science efficient frontier weighted logistic regression estimation error financial markets capital allocation multi-step ahead forecasts target matrix value at risk random matrices credit risk portfolio theory convex programming admissible convex risk measures non-stationarity financial mathematics quantile regression Markowitz portfolio theory shrinkage loss given default ordered probit bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics) Resta, Marina Computational Methods for Risk Management in Economics and Finance |
| title | Computational Methods for Risk Management in Economics and Finance |
| title_full | Computational Methods for Risk Management in Economics and Finance |
| title_fullStr | Computational Methods for Risk Management in Economics and Finance |
| title_full_unstemmed | Computational Methods for Risk Management in Economics and Finance |
| title_short | Computational Methods for Risk Management in Economics and Finance |
| title_sort | computational methods for risk management in economics and finance |
| topic | HG1-9999 growth optimal portfolio Wishart model conditional Value-at-Risk (CoVaR) systemic risk utility functions current drawdown risk measure risk-based portfolios capital market pricing model systemic risk measures Big Data International Financial Reporting Standard 9 cartography stock prices copula models CoVaR quantitative risk management auto-regressive fractional Kelly allocation independence assumption deep learning structural models financial regulation data science efficient frontier weighted logistic regression estimation error financial markets capital allocation multi-step ahead forecasts target matrix value at risk random matrices credit risk portfolio theory convex programming admissible convex risk measures non-stationarity financial mathematics quantile regression Markowitz portfolio theory shrinkage loss given default ordered probit bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics) |
| topic_facet | HG1-9999 growth optimal portfolio Wishart model conditional Value-at-Risk (CoVaR) systemic risk utility functions current drawdown risk measure risk-based portfolios capital market pricing model systemic risk measures Big Data International Financial Reporting Standard 9 cartography stock prices copula models CoVaR quantitative risk management auto-regressive fractional Kelly allocation independence assumption deep learning structural models financial regulation data science efficient frontier weighted logistic regression estimation error financial markets capital allocation multi-step ahead forecasts target matrix value at risk random matrices credit risk portfolio theory convex programming admissible convex risk measures non-stationarity financial mathematics quantile regression Markowitz portfolio theory shrinkage loss given default ordered probit bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics) |
| url | 45985 |
| work_keys_str_mv | AT restamarina computationalmethodsforriskmanagementineconomicsandfinance |