Michael de Winter

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Value-at-Risk (VaR) is an important tool to assess portfolio risk. When calculating VaR based on historical stock return data, we hypothesize that this historical data is sensitive to outliers caused by news events in the sampled period. In this paper, we research whether the VaR accuracy can be improved by considering news events as additional input in the(More)
Acknowledgements I highly thank all my academic supervisors for all their time, feedback, effort and guidance throughout this work. Abstract The SwitchBox project is a study that has collected various physiological time series about longevity. This data is collected from the offspring of long living persons and the partners of the offspring who serve as a(More)
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