Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
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- Shicheng Zhou & Zizhou Zhang & Rong Zhang & Yuchen Yin & Chia Hong Chang & Qinyan Shen, 2025. "Regression and Forecasting of U.S. Stock Returns Based on LSTM," Papers 2502.05210, arXiv.org, revised May 2025.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2025-01-27 (Computational Economics)
- NEP-FMK-2025-01-27 (Financial Markets)
- NEP-RMG-2025-01-27 (Risk Management)
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