Author:
Antonov Anton,Demirova Siyka
Abstract
The report will address the main problem in risk measurement, namely the lack of a sufficiently long series of data for the various variables, so that the trend of their development can be formed with negligible error. A model will be made through a mathematical calculation in order to derive a long enough series with statistics reflecting the correlation between the individual variable indices and the standard deviation (volatility) to be able to obtain results with greater accuracy.
Subject
Computer Networks and Communications,Hardware and Architecture,Software
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