المؤلفون: Shayya, Reem

المساهمون: University/Department: Universitat Rovira i Virgili. Departament de Gestió d'Empreses

Thesis Advisors: Sorrosal Forradellas, Maria Teresa, Terceño Gómez, Antonio

المصدر: TDX (Tesis Doctorals en Xarxa)

مصطلحات موضوعية: Valor en risc, Crisi; Mesures de distància, Backtesting, valor en riesgo, Crisis; media distancia, Value at Risk, Crisis; Distance measures, Ciències Socials i Jurídiques

وصف الملف: application/pdf

URL الوصول: http://hdl.handle.net/10803/691257

المؤلفون: Martins, Beatriz de Jesus Mendes

مصطلحات موضوعية: Risk management, Value-at-risk, Portfolio, Backtesting, Hedging, Gestão de risco, Portfólio

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10071/33140

المؤلفون: Melina Melina, Sukono, Herlina Napitupulu, Norizan Mohamed

المصدر: AIMS Mathematics, Vol 9, Iss 11, Pp 33314-33352 (2024)

مصطلحات موضوعية: backtesting, extreme value theory, gru, lstm, machine learning, multivariate, non-linear, rnn, var, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/c339ddb779234f078597c2076df76f81

المؤلفون: Siti Saadah, Yohanes B. Suhartoko, Stanislaus S. Uyanto, Inka B. Yusgiantoro

المصدر: Cogent Business & Management, Vol 11, Iss 1 (2024)

مصطلحات موضوعية: Value-at-risk, foreign exchange market risk, quantile regression, backtesting, Indonesia banking industry, David McMillan, University of Stirling, Stirling, United Kingdom, Business, HF5001-6182, Management. Industrial management, HD28-70

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2331-1975

URL الوصول: https://doaj.org/article/9ea9a07ae58e4c47be640c443f4df291

المؤلفون: Indrė Morkūnaitė, Dmitrij Celov, Remigijus Leipus

المصدر: Research in Statistics, Vol 2, Iss 1 (2024)

مصطلحات موضوعية: Gaussian Mixture Model, normal distribution, heavy tails, Value-at-Risk, Monte-Carlo simulations, backtesting, Statistics, HA1-4737

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2768-4520

URL الوصول: https://doaj.org/article/12427f16077843749108f5d14ce2ac27

المؤلفون: Hsu, Chihcheng^{1, 1}, Liu, Haoping²

المصدر: International Journal of Engineering and Management Research 14(3):89-100. 2024

المؤلفون: Oluwadamilare Omole, David Enke

المصدر: Financial Innovation, Vol 10, Iss 1, Pp 1-26 (2024)

مصطلحات موضوعية: Backtesting, Bitcoin, Cryptocurrency, Deep learning, Feature selection, On-chain data, Public finance, K4430-4675, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2199-4730

URL الوصول: https://doaj.org/article/18fe66989e3d4b208a0e0d9f0584b3ec

المؤلفون: Silima, Leonel Olímpio

مصطلحات موضوعية: Análise de dados financeiros, Exploração de técnicas machine learning, Negociação de ações, Estratégias de investimento, Python, Backtesting, Chatbot, Inteligência artificial

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10773/40855

المؤلفون: Feliz, Marcelo Bento Silva

مصطلحات موضوعية: Cryptocurrencies, Trading, Orderbook, Marketdata, Backtesting

Relation: Departamento de Engenharia Informática; m50356@alunos.uevora.pt; 498

الاتاحة: http://hdl.handle.net/10174/35950

المؤلفون: Gines Carrascal, Paula Hernamperez, Guillermo Botella, Alberto del Barrio

المصدر: IEEE Transactions on Quantum Engineering, Vol 5, Pp 1-20 (2024)

مصطلحات موضوعية: Backtesting, conditional value at risk variational quantum eigensolver (CVaR VQE), portfolio optimization, quantum computing (QC), variational quantum eigensolver (VQE), Atomic physics. Constitution and properties of matter, QC170-197, Materials of engineering and construction. Mechanics of materials, TA401-492

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/10329473/; https://doaj.org/toc/2689-1808

URL الوصول: https://doaj.org/article/1ad61b70b503494f8d84d86e1a44893b

المؤلفون: Adela Bara, Irina Alexandra Georgescu, Simona-Vasilica Oprea, Marian Pompiliu Cristescu

المصدر: IEEE Access, Vol 12, Pp 31366-31385 (2024)

مصطلحات موضوعية: Backtesting, Bitcoin, Brent crude oil, GARCH model, price volatility, S&P500, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/10445256/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/8fdbce04bc534adda2462acad1b75f16

المؤلفون: Giovanni Masala, Amelie Schischke

المصدر: Econometrics, Vol 12, Iss 4, p 34 (2024)

مصطلحات موضوعية: renewable energy, electricity price, income, time series forecasting, machine learning techniques, backtesting, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2225-1146/12/4/34; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/a2afd45bf0a347c38b83716fcdfe5415

المؤلفون: Catarino, João Miguel Garcias

مصطلحات موضوعية: Expected shortfall, Value at risk, Backtesting, Capital requirements, FRTB, Requisitos de capital

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10071/30056

المؤلفون: Moses Khumalo, Hopolang Mashele, Modisane Seitshiro

المصدر: Data Science in Finance and Economics, Vol 3, Iss 4, Pp 380-400 (2023)

مصطلحات موضوعية: backtesting, fiagarch, figarch, hygarch, parametric distribution, value at risk, volatility, Finance, HG1-9999, Statistics, HA1-4737

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2769-2140

URL الوصول: https://doaj.org/article/2ee8867c52b3417cacf60fe93ac67294

المؤلفون: Bozovic, Milos

المساهمون: University/Department: Universitat Pompeu Fabra. Departament d'Economia i Empresa

Thesis Advisors: Urosevic, Branko

المصدر: TDX (Tesis Doctorals en Xarxa)

مصطلحات موضوعية: pérdida esperada, Value at Risk, Análisis de Componentes Principales, Teoria de Valores Extremos multivariada, sonrisas de volatilidad, método de momentos eficiente, tipos de cambio, opciones sobre materias primas, futuros, materias primas, riesgo de saltos, backtesting, expected shortfall, Principal Component Analysis, multivariate Extreme Value Theory, volatility smiles, efficient method of moments, exchange rates, options on commodity futures, futures, jump risk, commodities

وصف الملف: application/pdf

URL الوصول: http://www.tdx.cat/TDX-0612109-131458
http://hdl.handle.net/10803/7388

المؤلفون: Antonio Sarasa-Cabezuelo

المصدر: Knowledge, Vol 3, Iss 3, Pp 414-431 (2023)

مصطلحات موضوعية: backtesting, strategy, trading, trader, portfolios, quantitative finance, Electronic computers. Computer science, QA75.5-76.95

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2673-9585/3/3/28; https://doaj.org/toc/2673-9585

URL الوصول: https://doaj.org/article/1972b199afe64520af3714a6ed4ef1ea

المؤلفون: Patrick Kurth, Max Nendel, Jan Streicher

المصدر: Risks, Vol 12, Iss 8, p 131 (2024)

مصطلحات موضوعية: hypothesis test, credit risk, rating system, validation, backtesting, long-run default rate, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-9091/12/8/131; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/4c84d8d5e863480196d507e5d60b3a6e

المؤلفون: Morkūnaitė, Indrė, Celov, Dmitrij, Leipus, Remigijus

المصدر: Research in statistics., London : Taylor and Francis, 2024, vol. 2, iss. 1, art. no. 2346075, p. [1-14]. ; eISSN 2768-4520

مصطلحات موضوعية: Gaussian Mixture Model, normal distribution, heavy tails, Value-at-Risk, Monte-Carlo simulations, backtesting

وصف الملف: application/pdf

Relation: https://epublications.vu.lt/object/elaba:202400338/202400338.pdf; https://repository.vu.lt/VU:ELABAPDB202400338&prefLang=en_US

الاتاحة: https://repository.vu.lt/VU:ELABAPDB202400338&prefLang=en_US

المؤلفون: Marcel Tjitrayudha, Kosasih

المصدر: Manajemen : Jurnal Ekonomi; Vol. 6 No. 2 (2024): Manajemen : Jurnal Ekonomi (Spesial Edition); 320 - 328 ; 2302-5964 ; 2252-5564 ; 10.36985/manajemen.v6i2

مصطلحات موضوعية: Forex, Breakout, Backtesting

وصف الملف: application/pdf

Relation: https://jurnal.usi.ac.id/index.php/manajemen/article/view/1230/1135; https://jurnal.usi.ac.id/index.php/manajemen/article/view/1230

الاتاحة: https://jurnal.usi.ac.id/index.php/manajemen/article/view/1230
https://doi.org/10.36985/manajemen.v6i2.1230

المؤلفون: Parente M., Rizzuti L., Trerotola M.

المساهمون: Parente, M., Rizzuti, L., Trerotola, M.

مصطلحات موضوعية: Cryptocurrencie, Machine learning, Neural network, Price prediction, Algorithmic trading, Explainable AI, Backtesting, Shapley values

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001088301100001; volume:238, Part A; numberofpages:13; journal:EXPERT SYSTEMS WITH APPLICATIONS; https://hdl.handle.net/11583/2983027; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85173171749; https://www.sciencedirect.com/science/article/pii/S0957417423023084

الاتاحة: https://hdl.handle.net/11583/2983027
https://doi.org/10.1016/j.eswa.2023.121806
https://www.sciencedirect.com/science/article/pii/S0957417423023084