Machine Learning & Quant Finance

Machine Learning & Quant Finance

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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: November 2024, Week-3
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Quant Letter: November 2024, Week-3

Weekly (71st Edition)

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Dr. Derek Snow
Nov 20, 2024
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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: November 2024, Week-3
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ArXiv

Finance

Vulnerability Conditional Risk Measures: The article introduces Vulnerability Conditional risk measures, a new systemic risk measure to assess tail risk during financial distress among market participants. (2024-11-14, shares: 2)

Asymptotics of Heavy-tailed Risks with Copulas: The research examines the tail asymptotics of the sum of two heavy…

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