Damian Borth

University of St. Gallen - Institute of Computer Science

Dufourstrasse 40a

St. Gallen, CH-9000

Switzerland

http://https://cas-bdai.iwi.unisg.ch/main-lecturer/prof-damian-borth/

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Neural Networks and Value at Risk

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-7
Number of pages: 43 Posted: 03 Jun 2020 Last Revised: 16 Jul 2020
University of Kaiserslautern - Sociovestix Labs - a DFKI spin-off, University of St. Gallen - Institute of Computer Science, Smurfit Graduate Business School, University College Dublin, Warburg Invest AG and affiliation not provided to SSRN
Downloads 160 (216,033)

Abstract:

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Asset Management, Downside Risk, Initialization, Loss Function, Machine Learning, Neural Networks