Work

Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model

Year: 2019

Type: conference-paper

Source: IEEE Annual International Computer Software and Applications Conference (COMPSAC)

DOI: 10.1109/compsac.2019.10210

Authors: Aerambamoorthy Thavaneswaran, Ruppa K Thulasiram, Zimo Zhu, Mohammed Erfanul Hoque, Nalini Ravishanker

Institutions: University of Connecticut, University of Manitoba

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2957325811

FWCI: 23.92

Cites: 17

Cited by: 30

Related to: 10