標(biāo)題: Titlebook: Risk Measurement, Econometrics and Neural Networks; Selected Articles of Georg Bol,Gholamreza Nakhaeizadeh,Karl-Heinz Vollm Conference proc [打印本頁(yè)] 作者: analgesic 時(shí)間: 2025-3-21 16:58
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks影響因子(影響力)
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks影響因子(影響力)學(xué)科排名
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks被引頻次
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks被引頻次學(xué)科排名
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks年度引用
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks年度引用學(xué)科排名
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks讀者反饋
書(shū)目名稱(chēng)Risk Measurement, Econometrics and Neural Networks讀者反饋學(xué)科排名
作者: exhilaration 時(shí)間: 2025-3-21 20:49
Financial Calculations on the Net,amic and interactive graphics. For our purpose, that is calculating in finance, the interactivity of the user interface and the techniques of visualization are of special importance; particulary since this interactivity is net based and easy to implement for programmers who want to modify or extend existing methods.作者: 職業(yè)拳擊手 時(shí)間: 2025-3-22 04:10
On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach, emphasized model optimization and 2) implied covariance forecasting. Finally, we highlight the important issue of the estimation error of the covariance matrix in relation to its dimension and the number of datum from which it is estimated and outline a framework for handling this problem.作者: 神化怪物 時(shí)間: 2025-3-22 05:23
Measuring and Managing Credit Portfolio Risk,g. The conditioning relationships between the probability of a credit event (e.g. credit rating migrations or defaults) and the current state of the economic cycle are based on empirical regularities observed in historical data. This model differs from other credit portfolio models in several important aspects:作者: Goblet-Cells 時(shí)間: 2025-3-22 09:19
1431-1933 oceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk.978-3-7908-1152-0978-3-642-58272-1Series ISSN 1431-1933 Series E-ISSN 2197-7178 作者: 蘑菇 時(shí)間: 2025-3-22 14:12
Portfolio Analysis Based on the Shortfall Concept,res and their use in asset allocation. The second part of our article describes an investment product based on a dynamic benchmark adjustment process. The adjustment procedure is governed by the probability of falling below the investors’ desired minimum return.作者: Rotator-Cuff 時(shí)間: 2025-3-22 19:35
Regulatory Framework for the Risk Management of German Credit Institutions,king rules has been accompanied by increasing complexity of regulation. Thus, it is worthwhile to give a brief overview of the development and basic structure of the German Principle I, which sets the capital requirements for credit and market risk and thus the regulatory framework for German credit institutions.作者: Implicit 時(shí)間: 2025-3-23 00:08 作者: 過(guò)份艷麗 時(shí)間: 2025-3-23 02:10 作者: 抓住他投降 時(shí)間: 2025-3-23 05:55 作者: FLIT 時(shí)間: 2025-3-23 12:15
Financial Calculations on the Net, calculation scenarios is given by a variety of interactive tools. Like most of the statistic software packages it is based on vector-and matrix calculation, but unlikely many such packages, in XploRe matrices can be of up to nine dimensions. Further, XploRe offers extraordinary opportunities in dyn作者: declamation 時(shí)間: 2025-3-23 17:18
Neuro-Fuzzy Methods in Finance Applied to the German Stock Index DAX,prior knowledge and of historical data. After the network is initialized with a set of rules, the learning algorithm optimize the rule base without destroying the initial semantic. Due to a sparse initial network structure the effective number of parameters is small which prevents the network from o作者: conifer 時(shí)間: 2025-3-23 20:10 作者: 光滑 時(shí)間: 2025-3-23 22:49 作者: Inelasticity 時(shí)間: 2025-3-24 05:24 作者: 公豬 時(shí)間: 2025-3-24 08:09 作者: SUGAR 時(shí)間: 2025-3-24 12:56 作者: 煉油廠 時(shí)間: 2025-3-24 15:45
Measuring and Managing Credit Portfolio Risk,sures. It does so by explicitly modelling both the marginal and absolute conditional loss distributions for any arbitrary portfolio of credit exposures; these portfolio loss distributions can be made conditional on the current state of the economy given the counterparty’s country, industry and ratin作者: 牽連 時(shí)間: 2025-3-24 19:41
Nonparametric Smoothing and Quantile Estimation in Time Series,iterion is used with a bootstrap variance estimator. The data-driven procedure works like a moving average in the certral part of the time series. An application to the quarterly German GDP series is presented as illustration.作者: 停止償付 時(shí)間: 2025-3-24 23:32 作者: 摻假 時(shí)間: 2025-3-25 07:15
Basics of Statistical VaR-Estimation,tics. This paper gives a survey of common procedures to analyze risk exposure by VaR and studies basic statistical properties of various VaR-estimators. An application to foreign exchange rate risk gives insight into the accuracy of those VaR-strategies.作者: G-spot 時(shí)間: 2025-3-25 08:44 作者: 影響深遠(yuǎn) 時(shí)間: 2025-3-25 11:53
1431-1933 etrics 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 pr作者: Irascible 時(shí)間: 2025-3-25 19:49 作者: Vsd168 時(shí)間: 2025-3-25 20:53
https://doi.org/10.1007/978-3-642-58272-1Credit Risk; Econometrics; Forecasting; Neural Networks; RM; Risikomessung; Risk Management; Risk Measureme作者: Initiative 時(shí)間: 2025-3-26 01:35
The Durbin-Watson Test for Neural Regression Models,The need to subject neural regression models to residual diagnostic tests is justified. A generalisation of the Durbin-Watson statistic is introduced for neural network regression models. The distribution of the statistic is estimated using approximation and exact methods (Imhof algorithm).作者: HAWK 時(shí)間: 2025-3-26 06:25
Statistical Process Control and its Application in Finance,Analyzing a financial time series it is of great interest to monitor changes in its structure. In this paper it is shown how control charts can be used to detect such positions. Several control schemes for GARCH processes are introduced and compared with each other. Furthermore these methods are applied to stock market returns.作者: 殘忍 時(shí)間: 2025-3-26 10:37
Confidence Intervals for the Value-at-Risk,Exact and asymptotic confidence intervals for the Value-at-Risk (VaR) are derived in a parametric context with linear portfolio structure and multinormal distributed returns..作者: affinity 時(shí)間: 2025-3-26 14:13
Data Warehousing and OLAP: Delivering Just-In-Time Information for Decision Support,s an integrated view on all business-relevant data, and thus, provides the data foundation upon which an enterprise-wide information system can be based. OLAP is an analytical processing technology, which creates new business information from existing data, through a rich set of business transformations and numerical calculations.作者: 失望未來(lái) 時(shí)間: 2025-3-26 18:41
978-3-7908-1152-0Springer-Verlag Berlin Heidelberg 1998作者: 悠然 時(shí)間: 2025-3-27 00:00
Risk Measurement, Econometrics and Neural Networks978-3-642-58272-1Series ISSN 1431-1933 Series E-ISSN 2197-7178 作者: projectile 時(shí)間: 2025-3-27 01:37 作者: 合唱團(tuán) 時(shí)間: 2025-3-27 05:24
Klaus Abberger,Yuanhua Feng,Siegfried Heilerese agglomerates become distributed at a speed dependent on the shear gradient of the mixer. The timing of these processes within the dough mass proceed more evenly, and parallel to one another, when the components become mixed with each other to form the thinnest possible layers as rapidly as possi作者: 陪審團(tuán)每個(gè)人 時(shí)間: 2025-3-27 11:22 作者: 糾纏 時(shí)間: 2025-3-27 14:46
Christoph A. Breitnernd meal/grit-containing bread varieties. Even in the FRG, which has always been a classical ‘black-bread’ country, 20% of total bread consumption being of that type of product, demand has risen by about 15% over the past 5 years. In the UK, traditionally a white-bread country, the wholemeal percenta作者: Foreknowledge 時(shí)間: 2025-3-27 21:06
Wolfgang H?rdle,Stefan Sperlichar. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this 作者: 辯論的終結(jié) 時(shí)間: 2025-3-27 23:00
William Holt,Paul Refenesn particular. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style"作者: 埋葬 時(shí)間: 2025-3-28 02:07
Rudolf Kruse,Stefan Siekmann,Ralph Neuneier,Hans Georg Zimmermannn particular. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style"作者: 考得 時(shí)間: 2025-3-28 09:37
Thomas Severin,Wolfgang Schmidn particular. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style"作者: 向外供接觸 時(shí)間: 2025-3-28 10:29 作者: AGGER 時(shí)間: 2025-3-28 15:13
Rainer Matthes,Michael Schr?derar. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this 作者: 機(jī)警 時(shí)間: 2025-3-28 19:14
Thomas Riddern particular. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style"作者: NEEDY 時(shí)間: 2025-3-29 01:17
Rakhal D. Davé,Gerhard Stahlar. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this 作者: 作繭自縛 時(shí)間: 2025-3-29 05:26 作者: Anticoagulant 時(shí)間: 2025-3-29 09:42 作者: 注意力集中 時(shí)間: 2025-3-29 13:02
Thomas C. Wilsonar. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this 作者: 公共汽車(chē) 時(shí)間: 2025-3-29 16:01
ar. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this 作者: 清唱?jiǎng)?nbsp; 時(shí)間: 2025-3-29 22:51 作者: 流動(dòng)性 時(shí)間: 2025-3-30 02:28
Klaus Abberger,Yuanhua Feng,Siegfried Heilerof the number of revolutions, shear gradient and mass of dough, the mixing intensity changes considerably with changes in the revolutions of the mixing-head and shear gradient, with a constant dough mass. Mixers of different geometrical construction as regards mixing-elements and mixer bowl design w作者: 竊喜 時(shí)間: 2025-3-30 06:01 作者: 揉雜 時(shí)間: 2025-3-30 08:33 作者: Nebulous 時(shí)間: 2025-3-30 13:40 作者: defendant 時(shí)間: 2025-3-30 19:17 作者: vitrectomy 時(shí)間: 2025-3-30 20:48 作者: Formidable 時(shí)間: 2025-3-31 02:42 作者: 斜谷 時(shí)間: 2025-3-31 07:51
Hermann Schulte-MattlerIt turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to 作者: Flatter 時(shí)間: 2025-3-31 09:38
