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Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany (Contributions to Economics) - Softcover

 
9783790811520: Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany (Contributions to Economics)

Synopsis

This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different areas such as debtor analysis, forecasting and corporate finance. In the second part various aspects from Value-at-Risk are discussed. The proceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk.

"synopsis" may belong to another edition of this title.

Synopsis

This text presents articles taken from the 6th Econometric Workshop, held in Karlsruhe. In the first part of the text, approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural networks are successfully applied to different areas such as debtor analysis, forecasting and corporate finance. The second part of the text deals with various aspects from value-at-risk. The proceedings describe the legal framework, review the basics and discuss approaches such as shortfall measures and credit risk.

"About this title" may belong to another edition of this title.