2 citations · 2 across the 1 of their papers we have counts for
2 papers
q-fin.RM2020★ 2 cited
Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures
Wei Wang, Huifu Xu, Tiejun Ma
When estimating the risk of a financial position with empirical data or Monte Carlo simulations via a tail-dependent law invariant risk measure such as the Conditional Value-at-Ris…
q-fin.RM2018
Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior Forecasting
Yaodong Yang, Alisa Kolesnikova, Stefan Lessmann +3
The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread trade…