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Mehrdad Moghimi

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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235

TOTAL CITATIONS

2

Scholarly Papers (1)

1.

Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management

Number of pages: 26 Posted: 02 Dec 2020
York University, affiliation not provided to SSRN, affiliation not provided to SSRN and Sharif University of Technology
Downloads 235 (328,850)
Citation 2

Abstract:

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Value-at-Risk, Financial Risk Management, Machine Learning, Artificial Neural Networks, Variational Autoencoders