RePEcEconometrics & Forecasting
ML for Financial Risk Measurement
A new sequential learning algorithm based on Kalman filtering has proven to be more effective than traditional methods in measuring financial market risk.
Featured in No. 34 on 23 Jan 2024 ·
- Released
- 19 Sep 2023
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 31
- Identifier
- RePEc:aza:rmfi00:y:2023:v:17:i:1:p:43-52
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).