Peer to peer lending backed by cryptos is prone to liquidations in batches.
Statistics of Finance data; Quantitative finance; Forecasting
We propose an algorithm SARSA-IS to find the optimal investment strategy in the presence of rare disasters.
This talk discusses the portfolio loss estimation through copulae
The Financial Risk Meter (FRM) sheds light on the emergence of systemic risk. Using of quantile regression techniques, it is..
NYCU Final project