Applications of neural networks in market risk
Market risk refers to the potential loss that can be incurred as a result of movements inmarket factors. Capturing and measuring these factors are crucial in understanding andevaluating the risk exposure associated with an investment portfolio. This process iscomplicated by the fact that not all fac...
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| Format: | Thesis |
| Language: | English |
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Curtin University
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/2548 |