Browsing byAuthorZhang, HG
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
2017-12-01 | Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model | Zhang, HG; Su, CW; Song, Y; Qiu, S; Xiao, R; Su, F |
2018-04-01 | An Online Sequential Learning Non-parametric Value-at-Risk Model for High-Dimensional Time Series | Zhang, HG; Wu, L; Song, Y; Su, CW; Wang, Q; Su, F |