RiskNet: Neural Risk Assessment in Networks of Unreliable Resources
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- Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2015. "A comparison of Expected Shortfall estimation models," Journal of Economics and Business, Elsevier, vol. 78(C), pages 14-47.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2022-03-07 (Big Data)
- NEP-CMP-2022-03-07 (Computational Economics)
- NEP-RMG-2022-03-07 (Risk Management)
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