Risk Measurement, Econometrics and Neural Networks Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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 a...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg
Physica
1998, 1998
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| Edition: | 1st ed. 1998 |
| Series: | Contributions to Economics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | XII, 306 p. 26 illus online resource |
| ISBN: | 9783642582721 |