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Applied Mathematics and Nonlinear Sciences
Volume 7 (2022): Issue 1 (January 2022)
Open Access
Adoption of deep learning Markov model combined with copula function in portfolio risk measurement
Liangxiong Li
Liangxiong Li
Fujian Jiangxia University
China
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Li, Liangxiong
and
Bishr Muhamed Muwafak
Bishr Muhamed Muwafak
Department of Accounting and Finance, Faculty of Administrative Sciences, Applied Science University
Al Eker, Kingdom of Bahrain
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Muwafak, Bishr Muhamed
Dec 13, 2021
Applied Mathematics and Nonlinear Sciences
Volume 7 (2022): Issue 1 (January 2022)
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Published Online:
Dec 13, 2021
Page range:
901 - 916
Received:
Jun 17, 2021
Accepted:
Sep 24, 2021
DOI:
https://doi.org/10.2478/amns.2021.2.00112
Keywords
mixed Copula model
,
HMM
,
financial index
,
risk contagion
,
investment failure rate
© 2021 Liangxiong Li et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
