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    Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis

    Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis by Jianzhou Wang, Shuai Wang, Mengzheng Lv, He Jiang

    Published 2024-01-01
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