Market Analysis for Risk Management and Regulation : An Artificial Intelligence Approach

@inproceedings{Freedman1995MarketAF,
  title={Market Analysis for Risk Management and Regulation : An Artificial Intelligence Approach},
  author={Roy S. Freedman and Joseph C Mathai},
  year={1995}
}
The key points in this chapter are: 1. Purely statistical market analysis techniques for determining risk are incomplete because, in the real world, risk is effected by non-statistical phenomena such as news. Quantitative models can ignore such “shocks,” but analysts still need to explain their models in the face of such shocks. 2. Risk must include the effects of all relationships. This is only partially accounted by models using correlation statistics. 3. Market analysis techniques used for… CONTINUE READING

From This Paper

Figures, tables, and topics from this paper.
1 Citations
11 References
Similar Papers

Citations

Publications citing this paper.

References

Publications referenced by this paper.
Showing 1-10 of 11 references

New Directions in Risk Management

  • Mark, Robert
  • Presentation given at the Second International…
  • 1993

Case-Based Reasoning for Market Surveillance

  • P. Buta, R. Barletta
  • Proceedings of the First International Conference…
  • 1991
1 Excerpt

Name Classification in Noisy Domains

  • Frail, P Robert, Freedman, S Roy
  • Proceedings of the First International Conference…
  • 1991

Text Classification in Fragmented Sublanguage Domains

  • R. Frail, R. S. Freedman
  • Proceedings of the Seventh IEEE Conference on…
  • 1991
1 Excerpt

Limit Theorems for Dempster Composition in Probabilistic Logic

  • H. W. Guggenheimer
  • Computers and Artificial Intelligence
  • 1990
1 Excerpt

Insider Trading and Securities Fraud Enforcement Act

  • G. Lynch, A. Mathews
  • 1989
1 Excerpt

Similar Papers

Loading similar papers…