Deep Learning for Systemic Risk Measures-Reference-Cited by-同舟云学术

Deep Learning for Systemic Risk Measures

Published:2022-10-26 Issue: Volume: Page:
ISSN:
Container-title:3rd ACM International Conference on AI in Finance
language:
Short-container-title:

Author:

Feng Yichen¹,Min Ming²,Fouque Jean-Pierre²

Affiliation:

1. University of California Santa Barbara, US

2. University of California, Santa Barbara, US

Funder

NSF

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3533271.3561669

Reference29 articles.

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2. Hamed Amini , Rama Cont , and Andreea Minca . 2016. Resilience to contagion in financial networks. Mathematical finance 26, 2 ( 2016 ), 329–365. Hamed Amini, Rama Cont, and Andreea Minca. 2016. Resilience to contagion in financial networks. Mathematical finance 26, 2 (2016), 329–365.

3. Central Clearing Valuation Adjustment

4. Multivariate Shortfall Risk Allocation and Systemic Risk

5. Philippe Artzner , Freddy Delbaen , Jean-Marc Eber , and David Heath . 1999. Coherent measures of risk. Mathematical finance 9, 3 ( 1999 ), 203–228. Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, and David Heath. 1999. Coherent measures of risk. Mathematical finance 9, 3 (1999), 203–228.

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