Encoded value-at-risk: a machine learning approach for portfolio risk measurement (Q2168136)

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Encoded value-at-risk: a machine learning approach for portfolio risk measurement
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    Encoded value-at-risk: a machine learning approach for portfolio risk measurement (English)
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    31 August 2022
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    value-at-risk
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    financial risk management
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    machine learning
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    artificial neural networks
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    variational autoencoders
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