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Learning Value-at-Risk and Expected Shortfall

Learning Value-at-Risk and Expected Shortfall

D. Barrera
Stéphane Crépey
E. Gobet
Hoang Nguyen
Bouazza Saadeddine
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Papers citing "Learning Value-at-Risk and Expected Shortfall"

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Title
Deep Quantile Regression: Mitigating the Curse of Dimensionality Through Composition
Deep Quantile Regression: Mitigating the Curse of Dimensionality Through Composition
Guohao Shen
Yuling Jiao
Yuanyuan Lin
J. Horowitz
Jian Huang
96
23
0
10 Jul 2021