Browsing Bachelor Thesis - Mathematics by Author "Kieu, Thi Quynh Nhu"
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Forecasting Value At Risk With Long Short Term Memory (Lstm)
Kieu, Thi Quynh Nhu (2020)In consideration of the current financial situation, managing risk and forecasting losses play a vital role in financial investment. This thesis aims to apply Long Short Term Memory Model (LSTM) to forecast and estimate ...