Risk analysis and bidirectional lstm networks for analyzing stock
ML - The way the world works - analyzing how things work
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The Risk Management Approach to Risk Management
A. So i'll take my returns and see which ones are greater than the vr 95, and that those are my extreme values. And then so if i look at it, a, i got a one on the back test of this number. And the value risk is point zero two. A. What that says is there's a 95 confidence that the maximum daily loss will be 203 thousand dollars with an initial investment of ten million dollars. That's what tha's saying. I like the risk management approach to looking at your data.
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