Structural and Parametric Adaptation of Probabilistic and Statistical Models for Financial Risks Assessment
Background. Uncertainties of various nature cause the emergence of financial risks that need to be evaluated in real time, taking into account a large set of explicit and implicit factors, adapting the model to the effect of random perturbations and changes in the environment. Sometimes the changes...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Igor Sikorsky Kyiv Polytechnic Institute
2018-06-01
|
| Series: | Наукові вісті Національного технічного університету України "Київський політехнічний інститут" |
| Subjects: | |
| Online Access: | http://bulletin.kpi.ua/article/view/131976 |