output
20092022
most citedNonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory

67 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2021Show all

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q-fin.ST2021

Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks

Racine Ly, Fousseini Traore, Khadim Dia

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory…