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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2021 | Publication: "Modelling Systemic Risk Using Neural Network Quantile Regression"

Publication: "Modelling Systemic Risk Using Neural Network Quantile Regression"

 

 

Publication

 

Georg Keilbar's and Weining Wang's paper entitled "Modelling Systemic Risk Using Neural Network Quantile Regression" has been accepted for publication in Empirical Economics.

Congratulations!

 

Quantlets are available on Github.