Applications of neural networks in market risk

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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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Bibliographic Details
Main Author:	Mostafa, Fahed.
Format:	Thesis
Language:	English
Published:	Curtin University 2011
Subjects:	investment portfolio market risk risk exposure future portfolio neural networks market factors
Online Access:	http://hdl.handle.net/20.500.11937/2548

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