Market Risk Prediction under Illiquid Market Environments: A Comparison of Alternative Modeling Techniques

SSRN Electronic Journal ◽

10.2139/ssrn.3847066 ◽

2021 ◽

Author(s):

Mazin A. M. Al Janabi

Keyword(s):

Risk Prediction ◽

Market Risk ◽

Modeling Techniques ◽

Illiquid Market

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Value at Risk Prediction under Illiquid Market Conditions: A Comparison of Alternative Modeling Strategies

Risk Management in Emerging Markets ◽

10.1108/978-1-78635-452-520161021 ◽

2016 ◽

pp. 253-291

Author(s):

Mazin A. M. Al Janabi

Keyword(s):

At Risk ◽

Risk Prediction ◽

Value At Risk ◽

Market Conditions ◽

Illiquid Market

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Stock market risk prediction of Indian stocks using Kalman filter: Towards automation of finance industry

10.1109/iria53009.2021.9588779 ◽

2021 ◽

Author(s):

Gaurav Patowari ◽

Rajeeb Dey

Keyword(s):

Kalman Filter ◽

Stock Market ◽

Risk Prediction ◽

Market Risk ◽

Finance Industry

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Application of Machine Learning Algorithms in Financial Market Risk Prediction

10.1007/978-3-030-89508-2_21 ◽

2021 ◽

pp. 161-168

Author(s):

Yunfei Cao

Keyword(s):

Machine Learning ◽

Risk Prediction ◽

Financial Market ◽

Learning Algorithms ◽

Market Risk ◽

Machine Learning Algorithms ◽

Financial Market Risk

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Market Risk Prediction under Long Memory: When VaR is Higher than Expected

SSRN Electronic Journal ◽

10.2139/ssrn.1359620 ◽

2012 ◽

Cited By ~ 1

Author(s):

Harald Kinateder ◽

Niklas F. Wagner

Keyword(s):

Risk Prediction ◽

Long Memory ◽

Market Risk

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Newer Markers Don't Improve Risk Prediction

Internal Medicine News ◽

10.1016/s1097-8690(12)70491-2 ◽

2012 ◽

Vol 45 (12) ◽

pp. 10-11

Author(s):

MARY ANN MOON

Keyword(s):

Risk Prediction

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Survey of human operator modeling techniques for measurement applications.

PsycEXTRA Dataset ◽

10.1037/e459602004-001 ◽

1978 ◽

Author(s):

Patricia A. Knoop

Keyword(s):

Human Operator ◽

Modeling Techniques

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The Use of Conformational Restriction and Molecular Modeling Techniques in the Development of Receptor-Specific Opioid Peptide Agonists and Antagonists

PsycEXTRA Dataset ◽

10.1037/e495942006-018 ◽

1993 ◽

Author(s):

Peter W. Schiller ◽

◽

Thi M.-D. Nguyen ◽

Grazyna Weltrowska ◽

Nga N. Chung ◽

...

Keyword(s):

Molecular Modeling ◽

Opioid Peptide ◽

Conformational Restriction ◽

Modeling Techniques

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Many Diseases Still Elude Genetic Risk Prediction

Clinical Psychiatry News ◽

10.1016/s0270-6644(05)70179-x ◽

2005 ◽

Vol 33 (4) ◽

pp. 72

Author(s):

BRUCE JANCIN

Keyword(s):

Risk Prediction ◽

Genetic Risk ◽

Genetic Risk Prediction

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OncoVue Shown to Rival Gail Model on Cancer Risk Prediction

Family Practice News ◽

10.1016/s0300-7073(08)70331-1 ◽

2008 ◽

Vol 38 (5) ◽

pp. 58

Author(s):

BRUCE JANCIN

Keyword(s):

Cancer Risk ◽

Risk Prediction ◽

Gail Model

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Calcium Score Improves CHD Risk Prediction

Family Practice News ◽

10.1016/s0300-7073(10)70611-3 ◽

2010 ◽

Vol 40 (9) ◽

pp. 9

Author(s):

MARY ANN MOON

Keyword(s):

Risk Prediction ◽

Calcium Score ◽

Chd Risk

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