Value-at-Risk Estimation in the Tadawul Exchange: A Comparison of Recurrent Neural Networks and GARCH Models

Dawod, Abdaljbbar Babiker AbdaljbbarNsaif, MohammedAlshuwaili, Dhafer Gheni HoniAbdi, Ismail H.Neamah, Husam A.2025-10-272025-10-272025Systems and Soft Computing. -7 (2025), p. 1-14. -(Cikkazonosító)200411. -Systems and Soft Computing. - 2772-94192772-9419https://hdl.handle.net/2437/398145Value-at-Risk Estimation in the Tadawul Exchange: A Comparison of Recurrent Neural Networks and GARCH Modelsfolyóiratcikkopen access articlehttps://ebib.lib.unideb.hu/ebib/CorvinaWeb?action=cclfind&resultview=long&ccltext=idno+BIBFORM132970Műszaki tudományokInformatikai tudományokhttps://doi.org/10.1016/j.sasc.2025.200411https://www.sciencedirect.com/science/article/pii/S2772941925002303?via%3Dihubszerző2025-10-27001612830300001105020809538