Risk Measurement, Econometrics and Neural Networks
Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany
(Sprache: Englisch)
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...
Leider schon ausverkauft
versandkostenfrei
Buch (Kartoniert)
106.99 €
53 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Risk Measurement, Econometrics and Neural Networks “
Klappentext zu „Risk Measurement, Econometrics and Neural Networks “
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.
Inhaltsverzeichnis zu „Risk Measurement, Econometrics and Neural Networks “
Nonparametric Smoothing and Quantile Estimation in Time Series.- Development of a Credit-Standing-Indicator for Companies Based on Financial Statements and Business Information with Backpropagation- Networks.- Data Warehousing and OLAP: Delivering Just-In-Time Information for Decision Support.- Financial Calculations on the Net.- The Durbin-Watson Test for Neural Regression Models.- Neuro-Fuzzy Methods in Finance Applied to the German Stock Index DAX.- Statistical Process Control and its Application in Finance.- An Analysis of the Financing Behavior of German Stock Corporations Using Artificial Neural Networks.- Portfolio Analysis Based on the Shortfall Concept.- Basics of Statistical VaR-Estimation.- On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach.- Confidence Intervals for the Value-at-Risk.- Regulatory Framework for the Risk Management of German Credit Institutions.- Measuring and Managing Credit Portfolio Risk.
Bibliographische Angaben
- 1998, XII, 306 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Herausgegeben: Georg Bol, Gholamreza Nakhaeizadeh, Karl-Heinz Vollmer
- Verlag: Physica-Verlag
- ISBN-10: 3790811521
- ISBN-13: 9783790811520
Sprache:
Englisch
Kommentar zu "Risk Measurement, Econometrics and Neural Networks"
0 Gebrauchte Artikel zu „Risk Measurement, Econometrics and Neural Networks“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Risk Measurement, Econometrics and Neural Networks".
Kommentar verfassen