Value-at-Risk and Expected Shortfall estimation using Machine Learning

Bibliographic reference Novak, Mathias. Value-at-Risk and Expected Shortfall estimation using Machine Learning. Louvain School of Management, Université catholique de Louvain, 2020. Prom. : Vrins, Frédéric.
Permanent URL http://hdl.handle.net/2078.1/thesis:27580