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research
Portfolio management and market risk quantification using neural networks
Authors
Jürgen Franke
Publication date
1 January 1999
Publisher
Abstract
We discuss how neural networks may be used to estimate conditional means, variances and quantiles of nancial time series nonparametrically. These estimates may be used to forecast, to derive trading rules and to measure market risk
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oai:kluedo.ub.rptu.de:1121
Last time updated on 22/02/2023