Nguyen, Hoang-Dung
- Spanning Multi-Asset Payoffs With ReLUs
2024/03/21 by Bossu, Sébastien, Crépey, Stéphane, Nguyen, Hoang-Dung · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM)
- Statistical Learning of Value-at-Risk and Expected Shortfall
2022/09/14 by David Barrera, S Crépey, Barrera, D +7 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Monetary Policy and Economic Impact #Risk and Portfolio Optimization #Statistical Methods and Inference