Results 31 to 40 of about 11,921,368 (398)
Financial Risk Management and Explainable, Trustworthy, Responsible AI
Frontiers in Artificial Intelligence, 2021 This perspective paper is based on several sessions by the members of the Round Table AI at FIRM1, with input from a number of external and international speakers.
Sebastian G. Fritz-Morgenthal +2 more
semanticscholar +1 more source
Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
Risks, 2021 We focus on two particular aspects of model risk: the inability of a chosen model to fit observed market prices at a given point in time (calibration error) and the model risk due to the recalibration of model parameters (in contradiction to the model ...
Yu Feng +5 more
doaj +1 more source
Early Warning of Financial Risk Based on K-Means Clustering Algorithm
Complex, 2021 The early warning of financial risk is to identify and analyze existing financial risk factors, determine the possibility and severity of occurring risks, and provide scientific basis for risk prevention and management.
Zhangyao Zhu, Na Liu
semanticscholar +1 more source
Financial Risk as a Good [PDF]
Procedia Computer Science, 2014 AbstractThis paper aims to present an alternative paradigm of financial risk to mitigate future financial crises. We argue that risk is not simply a feature of a financial product but a good in and of itself. Examining financial risk, we argue that it is most accurately typed as a common pool (particularly systemic risk) and so another approach to ...
W. Travis Selmier +2 more
openaire +1 more source
Reinforcement Learning Approaches to Optimal Market Making
Mathematics, 2021 Market making is the process whereby a market participant, called a market maker, simultaneously and repeatedly posts limit orders on both sides of the limit order book of a security in order to both provide liquidity and generate profit.
Bruno Gašperov +3 more
doaj +1 more source
Neglected Risks, Financial Innovation, and Financial Fragility [PDF]
Journal of Financial Economics, 2010 Abstract We present a standard model of financial innovation, in which intermediaries engineer securities with cash flows that investors seek, but modify two assumptions. First, investors (and possibly intermediaries) neglect certain unlikely risks. Second, investors demand securities with safe cash flows.
Nicola Gennaioli +4 more
openaire +10 more sources
Journal of Applied Clinical Medical Physics, Volume 23, Issue 12, December 2022., 2022 Abstract Positron emission tomography with x‐ray computed tomography (PET/CT) is increasingly being utilized for radiation treatment planning (RTP). Accurate delivery of RT therefore depends on quality PET/CT data. This study covers quality control (QC) procedures required for PET/CT for diagnostic imaging and incremental QC required for RTP.
Ran Klein +7 more
wiley +1 more source
Financial Connections and Systemic Risk [PDF]
SSRN Electronic Journal, 2010 We develop a model where institutions form connections through swaps of projects in order to diversify their individual risk. These connections lead to two different network structures. In a clustered network groups of financial institutions hold identical portfolios and default together. In an unclustered network defaults are more dispersed. With long
Ana Babus +3 more
openaire +10 more sources
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series
IEEE Access, 2020 Unsupervised learning methods have been increasingly used for detecting latent factors in high-dimensional time series, with many applications, especially in financial risk modelling.
Stjepan Begusic, Zvonko Kostanjcar
doaj +1 more source
FUZZY DECISION MAKING METHOD BASED ON COCOSO WITH CRITIC FOR FINANCIAL RISK EVALUATION
Technological and Economic Development of Economy, 2020 The financial risk evaluation is critically vital for enterprises to identify the potential financial risks, provide decision basis for financial risk management, and prevent and reduce risk losses.
Xindong Peng, Hai-Hui Huang
semanticscholar +1 more source