BP-CVaR: a novel model of estimating CVaR with back propagation algorithm (Q824009)
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scientific article; zbMATH DE number 7444970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BP-CVaR: a novel model of estimating CVaR with back propagation algorithm |
scientific article; zbMATH DE number 7444970 |
Statements
BP-CVaR: a novel model of estimating CVaR with back propagation algorithm (English)
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14 December 2021
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risk measure
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CVaR
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back propagation
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BP-CVaR
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back-testing
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