Calculate Value-at-Risk Using Wasserstein Generative Adversarial Networks (WGAN-GP). . .

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Calculate Value-at-Risk Using Wasserstein Generative Adversarial Networks (WGAN-GP) for Risk Management System #ValueAtRisk #VaR #WassersteinGAN #GenerativeAdversarialNetworks #RiskManagement #Finance

Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds: https://lnkd.in/eGr9eCi .

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