Fintech

• 2
• 1 Students
• All Levels

The Financial Risk Meter (FRM) sheds light on the emergence of systemic risk. Using of quantile regression techniques, it is..

• 2
• 0 Students
• All Levels

This talk discusses the portfolio loss estimation through copulae

• 3
• 3 Students
• All Levels

We propose an algorithm SARSA-IS to find the optimal investment strategy in the presence of rare disasters.

• 86
• 23 Students
• All Levels

Statistics of Finance data; Quantitative finance; Forecasting

• 2
• 12 Students
• All Levels

Peer to peer lending backed by cryptos is prone to liquidations in batches.