Now showing items 1-2 of 2

    • Extreme value theory and Value-at-Risk: relative performance in emerging markets 

      Gençay, R.; Selçuk, F. (Elsevier BV, 2004)
      In this paper, we investigate the relative performance of Value-at-Risk (VaR) models with the daily stock market returns of nine different emerging markets. In addition to well-known modeling approaches, such as ...
    • Risk-averse multi-class support vector machines 

      Karagöz, Ayşenur (Bilkent University, 2018-12)
      A classification problem aims to identify the class of new observations based on the previous observations whose classes are known. It has many applications in a variety of disciplines such as medicine, finance and ...