Titlebook: Risk Measurement, Econometrics and Neural Networks; Selected Articles of Georg Bol,Gholamreza Nakhaeizadeh,Karl-Heinz Vollm Conference proc

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Financial Calculations on the Net, calculation scenarios is given by a variety of interactive tools. Like most of the statistic software packages it is based on vector-and matrix calculation, but unlikely many such packages, in XploRe matrices can be of up to nine dimensions. Further, XploRe offers extraordinary opportunities in dyn

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Neuro-Fuzzy Methods in Finance Applied to the German Stock Index DAX,prior knowledge and of historical data. After the network is initialized with a set of rules, the learning algorithm optimize the rule base without destroying the initial semantic. Due to a sparse initial network structure the effective number of parameters is small which prevents the network from o

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Inelasticity

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Measuring and Managing Credit Portfolio Risk,sures. It does so by explicitly modelling both the marginal and absolute conditional loss distributions for any arbitrary portfolio of credit exposures; these portfolio loss distributions can be made conditional on the current state of the economy given the counterparty’s country, industry and ratin

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Nonparametric Smoothing and Quantile Estimation in Time Series,iterion is used with a bootstrap variance estimator. The data-driven procedure works like a moving average in the certral part of the time series. An application to the quarterly German GDP series is presented as illustration.

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