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"On Estimation of Value-at-Risk with Recurrent Neural Network."

Zhichao Du, Menghan Wang, Zhewen Xu (2019)

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DOI: 10.1109/AI4I46381.2019.00034

access: closed

type: Conference or Workshop Paper

metadata version: 2020-03-17

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  dblp key:
  - conf/ai4i/DuWX19
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  - https://dblp.org/rec/conf/ai4i/DuWX19
Zhichao Du, Menghan Wang, Zhewen Xu:
On Estimation of Value-at-Risk with Recurrent Neural Network. AI4I 2019: 103-106

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