Adoption of deep learning Markov model combined with copula function in portfolio risk measurement
and
Dec 13, 2021
About this article
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
© 2021 Liangxiong Li et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Li, Liangxiong
Fujian Jiangxia UniversityChina
Muwafak, Bishr Muhamed
Department of Accounting and Finance, Faculty of Administrative Sciences, Applied Science UniversityAl Eker, Kingdom of Bahrain