SCOPUS 정보 검색 플랫폼

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 4448 LNCS, Issue , 2007, Pages 218-227

Comparison of evolutionary techniques for value-at-risk calculation

(4) Uludag, Gonul a Uyar, A Sima a Senel, Kerem b Dag, Hasan b

a ISTANBUL TECHNICAL UNIVERSITY (Turkey)

b ISIK UNIVERSITY (Turkey)

Author keywords

Evolutionary algorithm; Evolutionary strategies; Genetic algorithm; Maximum likelihood estimation; Monte Carlo simulation; t distribution; Value at risk

Indexed keywords

FINANCE; MARKETING; MAXIMUM LIKELIHOOD; PARAMETER ESTIMATION; RISK ANALYSIS;

EVOLUTIONARY STRATEGIES; T-DISTRIBUTION; VALUE-AT-RISK;

EVOLUTIONARY ALGORITHMS;

EID: 34548092210 PISSN: 03029743 EISSN: 16113349 Source Type: Book Series
DOI: 10.1007/978-3-540-71805-5_24 Document Type: Conference Paper

Times cited : (4)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.