ICML
2010
IEEE
13 years 5 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
PODS
2009
ACM
14 years 5 months ago
2009
ACM
d Abstract) Andrea Cal`i2,1 , Georg Gottlob1,2 , and Thomas Lukasiewicz1, 1 Computing Laboratory, University of Oxford, UK firstname.lastname@comlab.ox.ac.uk 2 Oxford-Man Institute...