Computational Methods for Risk Management in Economics and Finance
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational t...
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| Format: | Book Chapter |
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MDPI - Multidisciplinary Digital Publishing Institute
2020
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| Online Access: | Get Fullteks DOAB: description of the publication |
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| LEADER | 03034naaaa2200769uu 4500 | ||
|---|---|---|---|
| 001 | doab_20_500_12854_43705 | ||
| 005 | 20210211 | ||
| 020 | |a books978-3-03928-499-3 | ||
| 020 | |a 9783039284993 | ||
| 020 | |a 9783039284986 | ||
| 024 | 7 | |a 10.3390/books978-3-03928-499-3 |c doi | |
| 041 | 0 | |a English | |
| 042 | |a dc | ||
| 100 | 1 | |a Resta, Marina |4 auth | |
| 245 | 1 | 0 | |a Computational Methods for Risk Management in Economics and Finance |
| 260 | |b MDPI - Multidisciplinary Digital Publishing Institute |c 2020 | ||
| 300 | |a 1 electronic resource (234 p.) | ||
| 506 | 0 | |a Open Access |2 star |f Unrestricted online access | |
| 520 | |a At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases. | ||
| 540 | |a Creative Commons |f https://creativecommons.org/licenses/by-nc-nd/4.0/ |2 cc |4 https://creativecommons.org/licenses/by-nc-nd/4.0/ | ||
| 546 | |a English | ||
| 653 | |a growth optimal portfolio | ||
| 653 | |a Wishart model | ||
| 653 | |a conditional Value-at-Risk (CoVaR) | ||
| 653 | |a systemic risk | ||
| 653 | |a utility functions | ||
| 653 | |a current drawdown | ||
| 653 | |a risk measure | ||
| 653 | |a risk-based portfolios | ||
| 653 | |a capital market pricing model | ||
| 653 | |a systemic risk measures | ||
| 653 | |a Big Data | ||
| 653 | |a International Financial Reporting Standard 9 | ||
| 653 | |a cartography | ||
| 653 | |a stock prices | ||
| 653 | |a copula models | ||
| 653 | |a CoVaR | ||
| 653 | |a quantitative risk management | ||
| 653 | |a auto-regressive | ||
| 653 | |a fractional Kelly allocation | ||
| 653 | |a independence assumption | ||
| 653 | |a deep learning | ||
| 653 | |a structural models | ||
| 653 | |a financial regulation | ||
| 653 | |a data science | ||
| 653 | |a efficient frontier | ||
| 653 | |a weighted logistic regression | ||
| 653 | |a estimation error | ||
| 653 | |a financial markets | ||
| 653 | |a capital allocation | ||
| 653 | |a multi-step ahead forecasts | ||
| 653 | |a target matrix | ||
| 653 | |a value at risk | ||
| 653 | |a random matrices | ||
| 653 | |a credit risk | ||
| 653 | |a portfolio theory | ||
| 653 | |a convex programming | ||
| 653 | |a admissible convex risk measures | ||
| 653 | |a non-stationarity | ||
| 653 | |a financial mathematics | ||
| 653 | |a quantile regression | ||
| 653 | |a Markowitz portfolio theory | ||
| 653 | |a shrinkage | ||
| 653 | |a loss given default | ||
| 653 | |a ordered probit | ||
| 856 | 4 | 0 | |a www.oapen.org |u https://mdpi.com/books/pdfview/book/2159 |7 0 |z Get Fullteks |
| 856 | 4 | 0 | |a www.oapen.org |u https://directory.doabooks.org/handle/20.500.12854/43705 |7 0 |z DOAB: description of the publication |