Künye "Uludağ, G., Uyar, A. S., Şenel, K. & Dağ, H. (2007). Comparison of evolutionary techniques for value-at-risk calculation. Paper presented at the Applications Of Evolutionary Computing, Proceedings, 4448, 218-227." FEF - Bildiri Koleksiyonu | Enformasyon Teknolojileri Bölümü / Department of Information Technologies için listeleme
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Comparison of evolutionary techniques for Value-at-Risk calculation
(Springer-Verlag Berlin, 2007)The Value-at-Risk (VaR) approach has been used for measuring and controlling the market risks in financial institutions. Studies show that the t-distribution is more suited to representing the financial asset returns in ...