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Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany

Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany

Paperback

Series: Contributions to Economics

EconomicsInvesting & Finance

ISBN10: 3790811521
ISBN13: 9783790811520
Publisher: Physica-Verlag
Published: Oct 20 1998
Pages: 306
Weight: 1.00
Height: 0.68 Width: 6.14 Depth: 9.21
Language: English
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.

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Economics