Projects funded by the NCN
Market risk model identification and validation using novel statistical, probabilistic, and machine learning tools
2020/37/B/HS4/00120
Keywords:
machine learning distribution characterization risk unbiasedness risk and utility quantification long-term equilibrium conditional laws
Descriptors:
- HS4_3: Econometrics, statistical methods
- ST1_13: Probability and statistics
- ST1_17: Applied mathematics
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Jagielloński, Wydział Matematyki i Informatyki
woj. małopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 4
Call: OPUS 19 - announced on 2020-03-16
Amount awarded: 396 732 PLN
Project start date (Y-m-d): 2021-01-14
Project end date (Y-m-d): 2024-01-13
Project duration:: 36 months (the same as in the proposal)
Project status: Project completed
Project description
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