Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management

Arian, Hamid; Moghimi, Mehrdad; Tabatabaei, Ehsan; Zamani, Shiva

doi:10.2139/ssrn.3712704

Cited by 5 publications

(3 citation statements)

References 25 publications

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“…It is a generative network structure based on a Gaussian mixed model that uses variational Bayesian inference (Goodfellow et al, 2016) [ 46 ]. In the fields of economics and finance, due to its powerful data generation capability, VAE is widely used for data synthesis (Koenecke and Varian, 2020) [ 47 ], time series forecasting (Jin et al, 2022) [ 48 ], big data processing (Sarduie et al, 2020) [ 49 ], risk management and control (Arian et al, 2020) [ 50 ], stock index tracking (Zhang et al, 2020) [ 51 ], education quality improvement (Wang et al, 2021) [ 52 ], etc.…”

Section: Data and Variablesmentioning

confidence: 99%

The role amenities play in spatial sorting of migrants and their impact on welfare: Evidence from China

Zhang

2023

PLoS ONE

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From 2005 to 2015, China’s high-skilled labor was increasingly concentrated in cities with high wages and high rents, while a narrowing of the wage gap between high- and low-skilled labor showed an opposite trend to an increase in geographic sorting. In this research, I estimated a spatial equilibrium structural model to identify the causes of this phenomenon and its impact on welfare. Changes in local labor demand essentially led to an increase in skill sorting, and changes in urban amenities further contributed to this trend. An agglomeration of high-skilled labor raised local productivity, increased wages for all workers, reduced the real wage gap, and widened the welfare gap between workers with different skills. In contrast to the welfare effects of changes in the wage gap driven by exogenous productivity changes, changes in urban wages, rents, and amenities increased welfare inequality between high- and low-skilled workers, but this is mainly because the utility of low-skilled workers from urban amenities is constrained by migration costs; if migration costs caused by China’s household registration policy were eliminated, changes in urban wages, rents, and amenities would reduce welfare inequality between high- and low-skilled workers to a greater extent than a reduction in the real wage gap between these two groups.

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Section: Data and Variablesmentioning

confidence: 99%

The role amenities play in spatial sorting of migrants and their impact on welfare: Evidence from China

Zhang

2023

PLoS ONE

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“…In the process of using fuzzy support vector machine recognition model to identify the risk characteristics of cross-border financial derivatives transactions, there will be a certain degree of error [21,22].…”

Section: Error Compensation For Risk Characteristic Identification Of...mentioning

confidence: 99%

A Risk Feature Recognition Method of Cross-Border Financial Derivatives’ Transaction Based on Fuzzy Support Vector Machine

Xie

2022

Mobile Information Systems

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The traditional identification methods of transaction risk characteristics mostly use the amount of profit and cost to complete the risk assessment. The conflict between the two will lead to low stability. Therefore, the identification method of transaction risk characteristics of transnational financial derivatives is proposed. The fuzzy support vector machine method is used to identify the risk characteristics of cross-border financial derivatives transactions and compensate the errors in the identification process. The possibility index, severity index, and financial risk index of cross-border financial derivatives transaction risk are calculated, and the financial risks are screened and ranked. The distance from risk element to positive ideal solution and negative ideal solution is defined, and the joint identification model of transaction risk of transnational financial derivatives is constructed to realize the identification of transaction risk characteristics. The experimental results show that the designed method has good recognition effect and high recognition performance.

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“…Consumption of natural resources in 2005 has exceeded 60 billion tons and is estimated to increase to 100 billion tons per year in 2030 [48,[61][62][63]. In the current prevailing model, economic growth is directly related to the consumption of primary resources on the one hand and the amount of production waste on the other [3,[64][65][66]. In other words, more economic growth requires more resources and more waste production.…”

Section: Introductionmentioning

confidence: 99%

Hotel Construction Management considering Sustainability Architecture and Environmental Issues

Kadaei

Sadeghian

Majidi

et al. 2021

Shock and Vibration

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Sustainable development and environment in the activities of the construction industry has attracted the attention of experts in most countries of the world. One of the obvious and problematic features of the construction industry of countries is the use of modern building materials using traditional construction methods. Changing the paradigm for sustainable buildings requires a change in the architectural design process. Today, smart buildings are buildings that are at a lower level in terms of energy consumption and operate in a dynamic and integrated environment, creating a perfect harmony between management, system, services, and structure. These qualities make plastics ideal products for construction and an essential component for a sustainable built environment. In the design of smart and sustainable buildings, the use of environmentally friendly materials increases the lifespan of the building and an effective step is taken towards the design of sustainable architecture. In this paper, we evaluate hotel construction based on sustainability issues with MCDM. The results show that alternative A4 is the best alternative in sustainable issues. With the increasing population and its concentration in large cities, the concern of energy supply and energy efficiency in buildings is one of the main concerns of urban planners, officials, and city residents. Construction projects mainly consume large amounts of materials and leave a huge amount of waste, and this problem sometimes includes existing buildings that cannot be demolished and need to be rebuilt and maintained.

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Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management

Cited by 5 publications

References 25 publications

The role amenities play in spatial sorting of migrants and their impact on welfare: Evidence from China

The role amenities play in spatial sorting of migrants and their impact on welfare: Evidence from China

A Risk Feature Recognition Method of Cross-Border Financial Derivatives’ Transaction Based on Fuzzy Support Vector Machine

Hotel Construction Management considering Sustainability Architecture and Environmental Issues

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