Quantile convolutional neural networks for Value at Risk forecasting

Petneházi, Gábor2021-11-282021-11-282021Machine Learning with Applications. -6 (2021), p. 1-3. -Machine Learning with Applications. - 2666-82702666-8270http://hdl.handle.net/2437/325770Quantile convolutional neural networks for Value at Risk forecastingidegen nyelvű folyóiratközlemény külföldi lapbanopen access articlehttp://webpac.lib.unideb.hu:8082/ebib/CorvinaWeb?action=cclfind&resultview=long&ccltext=idno+BIBFORM098830TársadalomtudományokKözgazdaságtudományokhttps://linkinghub.elsevier.com/retrieve/pii/S2666827021000487http://dx.doi.org/10.1016/j.mlwa.2021.1000962021-12-08