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Alex C
Alex C
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I am looking for some papers related to the value-at-risk theory. I would like to focus on mathematical aspects of VaR. I would like to read something about modern attitudesapproaches to VaR (maybe using Machine Learning methods of something like that).

I am looking for some papers related to the value-at-risk theory. I would like to focus on mathematical aspects of VaR. I would like to read something about modern attitudes to VaR (maybe using Machine Learning methods of something like that).

I am looking for some papers related to the value-at-risk theory. I would like to focus on mathematical aspects of VaR. I would like to read something about modern approaches to VaR (maybe using Machine Learning methods of something like that).

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ltrd
ltrd
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Value-at-Risk theory papers

I am looking for some papers related to the value-at-risk theory. I would like to focus on mathematical aspects of VaR. I would like to read something about modern attitudes to VaR (maybe using Machine Learning methods of something like that).