Extending the application of dynamic Bayesian networks in calculating market risk: Standard and stressed expected shortfall

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gross, Eden, Kruger, Ryan, Toerien, Francois
Format:	Preprint
Published:	2025
Subjects:	Risk Management Machine Learning Computational Finance Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.12334