CORE
🇺🇦Â
 make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
Filters
3 research outputs found
Complexity, big data and financial stability
Author
Arthur WB
Arthur WB
+14Â more
Artzner P Delbaen F, Eber JM, et al.
Borland L
Christophers B
Cont R
Farmer JD Gallegati M, Hommes C, et al.
Gromb D Vayanos D
Mertzanis C
Morris S Shin HS
O'Hara M
Persaud A
Shleifer A Vishny RW
Simon H
Soramaki K Bech ML, Arnold J, et al.
Sun EW Chen YT, Yu MT
Publication venue
'American Institute of Mathematical Sciences (AIMS)'
Publication date
01/01/2018
Field of study
No full text
Crossref
Portfolio selection based on asymmetric Laplace distribution, coherent risk measure, and expectation-maximization estimation
Author
Arslan O
Artzner P Delbaen F, Eber JM, et al.
+14Â more
Behr A Ptter U
Dias JG Vermunt JK, Ramos S
Eberlein E Keller U
Hellmich M Kassberger S
Hrlimann W
Hu W Kercheval AN
Iorio C Frasso G, DAmbrosio A, et al.
Kollo T Srivastava MS
Kotz S Kozubowski TJ, Podgrski K
Kozubowski TJ Podgrski K
Seneta E
Surya BA Kurniawan R
Yiu KFC
Zhao S Lu Q, Han L, et al.
Publication venue
'American Institute of Mathematical Sciences (AIMS)'
Publication date
01/01/2018
Field of study
No full text
Crossref
How often is the financial market going to collapse?
Author
Artzner P Delbaen F, Eber JM, et al.
Barndorff-Nielsen O Kent J, Sørensen M
+22Â more
Bingham N Kiesel R
BreymannW Dias A, Embrechts P
Cambanis S Huang S, Simons G
Cont R
Ding Z Granger C, Engle R
Dümbgen L Tyler D
Eberlein E Keller U
Fama E
Frahm G
Frahm G
Frahm G Jaekel U
Frahm G Junker M, Schmidt R
Frahm G Junker M, Szimayer A
Hult H Lindskog F
Jorion P
Junker M May A
Kent J Tyler D
Kent J Tyler D
Mandelbrot B
Maronna R Yohai V
Paindaveine D
Schmidt R
Publication venue
'American Institute of Mathematical Sciences (AIMS)'
Publication date
01/01/2018
Field of study
No full text
Crossref