An AI approach to measuring financial risk
AI artificial intelligence brings about new quantitative techniques to assess the state of an economy. Here, we describe a new measure for systemic risk: the Financial Risk Meter (FRM). This measure is based on the penalization parameter (λ" role="presentation" style="box-sizing:...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/skbi/7 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1006&context=skbi |
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| Institution: | Singapore Management University |
| Language: | English |