Quantile autoregression neural network model with applications to evaluating value at risk

Title
Quantile autoregression neural network model with applications to evaluating value at risk
Authors
Keywords
Artificial neural network, Quantile autoregression neural network (QARNN), Quantile autoregression, Quantile regression, Value-at-risk
Journal
APPLIED SOFT COMPUTING
Volume 49, Issue -, Pages 1-12
Publisher
Elsevier BV
Online
2016-08-12
DOI
10.1016/j.asoc.2016.08.003

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