Measuring systemic and systematic risk in the financial markets using artificial intelligence-Reference-Cited by-同舟云学术

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Measuring systemic and systematic risk in the financial markets using artificial intelligence

Published:2022-03-10 Issue: Volume: Page:
ISSN:0266-4720
Container-title:Expert Systems
language:en
Short-container-title:Expert Systems

Author:

Kamruzzaman M. M.¹^ORCID,Alruwaili Omar²,Aldaghmani Dhiyaa³

Affiliation:

1. Department of Computer Science, College of Computer and Information Science Jouf University Kingdom of Saudi Arabia

2. Department of Computer Engineering and Networks, College of Computer and Information Sciences Jouf University Kingdom of Saudi Arabia

3. Finance and Investment Department, College of Business Jouf University Kingdom of Saudi Arabia

Publisher

Wiley

Subject

Artificial Intelligence,Computational Theory and Mathematics,Theoretical Computer Science,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/exsy.12971

Reference44 articles.

1. Capital shortfall: A new approach to ranking and regulating systemic risks;Acharya V.;American Economic Review,2012

2. CoVaR

3. Anfuso F. Aziz D. Giltinan P. &Loukopoulos K.(2017).A sound modelling and backtesting framework for forecasting initial margin requirements. SSRN 2716279.

4. The Future of Finance

5. Machine Learning and AI for Risk Management

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1. Portfolio construction using explainable reinforcement learning;Expert Systems;2024-07-02

2. Interpretable deep learning based text regression for financial prediction;Expert Systems;2023-06-06

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