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Estimating value at risk: LSTM vs. GARCH
21 July 2022
Weronika Ormaniec
Marcin Pitera
Sajad Safarveisi
Thorsten Schmidt
AIFin
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Papers citing
"Estimating value at risk: LSTM vs. GARCH"
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Title
Interval Forecasts for Gas Prices in the Face of Structural Breaks -- Statistical Models vs. Neural Networks
Stephan Schlüter
Sven Pappert
Martin Neumann
113
0
0
23 Jul 2024
1
