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Market Risk Prediction under Illiquid Market Environments: A Comparison of Alternative Modeling Techniques
SSRN Electronic Journal
◽
10.2139/ssrn.3847066
◽
2021
◽
Author(s):
Mazin A. M. Al Janabi
Keyword(s):
Risk Prediction
◽
Market Risk
◽
Modeling Techniques
◽
Illiquid Market
Get full-text (via PubEx)
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References
Value at Risk Prediction under Illiquid Market Conditions: A Comparison of Alternative Modeling Strategies
Risk Management in Emerging Markets
◽
10.1108/978-1-78635-452-520161021
◽
2016
◽
pp. 253-291
Author(s):
Mazin A. M. Al Janabi
Keyword(s):
At Risk
◽
Risk Prediction
◽
Value At Risk
◽
Market Conditions
◽
Illiquid Market
Get full-text (via PubEx)
Stock market risk prediction of Indian stocks using Kalman filter: Towards automation of finance industry
10.1109/iria53009.2021.9588779
◽
2021
◽
Author(s):
Gaurav Patowari
◽
Rajeeb Dey
Keyword(s):
Kalman Filter
◽
Stock Market
◽
Risk Prediction
◽
Market Risk
◽
Finance Industry
Get full-text (via PubEx)
Application of Machine Learning Algorithms in Financial Market Risk Prediction
10.1007/978-3-030-89508-2_21
◽
2021
◽
pp. 161-168
Author(s):
Yunfei Cao
Keyword(s):
Machine Learning
◽
Risk Prediction
◽
Financial Market
◽
Learning Algorithms
◽
Market Risk
◽
Machine Learning Algorithms
◽
Financial Market Risk
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Market Risk Prediction under Long Memory: When VaR is Higher than Expected
SSRN Electronic Journal
◽
10.2139/ssrn.1359620
◽
2012
◽
Cited By ~ 1
Author(s):
Harald Kinateder
◽
Niklas F. Wagner
Keyword(s):
Risk Prediction
◽
Long Memory
◽
Market Risk
Get full-text (via PubEx)
Newer Markers Don't Improve Risk Prediction
Internal Medicine News
◽
10.1016/s1097-8690(12)70491-2
◽
2012
◽
Vol 45
(12)
◽
pp. 10-11
Author(s):
MARY ANN MOON
Keyword(s):
Risk Prediction
Get full-text (via PubEx)
Survey of human operator modeling techniques for measurement applications.
PsycEXTRA Dataset
◽
10.1037/e459602004-001
◽
1978
◽
Author(s):
Patricia A. Knoop
Keyword(s):
Human Operator
◽
Modeling Techniques
Get full-text (via PubEx)
The Use of Conformational Restriction and Molecular Modeling Techniques in the Development of Receptor-Specific Opioid Peptide Agonists and Antagonists
PsycEXTRA Dataset
◽
10.1037/e495942006-018
◽
1993
◽
Author(s):
Peter W. Schiller
◽
◽
Thi M.-D. Nguyen
◽
Grazyna Weltrowska
◽
Nga N. Chung
◽
...
Keyword(s):
Molecular Modeling
◽
Opioid Peptide
◽
Conformational Restriction
◽
Modeling Techniques
Get full-text (via PubEx)
Many Diseases Still Elude Genetic Risk Prediction
Clinical Psychiatry News
◽
10.1016/s0270-6644(05)70179-x
◽
2005
◽
Vol 33
(4)
◽
pp. 72
Author(s):
BRUCE JANCIN
Keyword(s):
Risk Prediction
◽
Genetic Risk
◽
Genetic Risk Prediction
Get full-text (via PubEx)
OncoVue Shown to Rival Gail Model on Cancer Risk Prediction
Family Practice News
◽
10.1016/s0300-7073(08)70331-1
◽
2008
◽
Vol 38
(5)
◽
pp. 58
Author(s):
BRUCE JANCIN
Keyword(s):
Cancer Risk
◽
Risk Prediction
◽
Gail Model
Get full-text (via PubEx)
Calcium Score Improves CHD Risk Prediction
Family Practice News
◽
10.1016/s0300-7073(10)70611-3
◽
2010
◽
Vol 40
(9)
◽
pp. 9
Author(s):
MARY ANN MOON
Keyword(s):
Risk Prediction
◽
Calcium Score
◽
Chd Risk
Get full-text (via PubEx)
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