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12/03/2021
Estimating the Value-at-Risk by Temporal VAE
Estimation of the value-at-risk (VaR) of a large portfolio of assets is ...
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06/11/2020
A Generalised Linear Model Framework for Variational Autoencoders based on Exponential Dispersion Families
Although variational autoencoders (VAE) are successfully used to obtain ...
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03/26/2020
