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Risk Measurement, Econometrics and Neural Networks : Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany. リスク測定、計量経済学、ニューラル・ネットワーク
・ISBN 978-3-7908-1152-0 soft EUR 99.99
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| 著者・編者 | Bol, Georg / Nakhaeizadeh, G. / Vollmer, K.-H. (eds.), |
|---|---|
| シリーズ | Contributions to Economics |
| 出版社 | (Physica-Vlg., GW) |
| 出版年月 | 1998 |
| ページ数 | xii, 306 pp. |
| 言語 | ENG |
| ニュース番号 | ＜448-129＞ |
解説
This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different areas such as debtor analysis, forecasting and corporate finance. In the second part various aspects from Value-at-Risk are discussed. The proceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk.