Leveraging Extreme Value Theory to Assess Stock Market Risk
The stock market is a high-risk business that involves a large amount of money, and bad market decision- making can lead to catastrophic losses. The series of stock markets occurs at a higher rate than expected, known as extreme events. Assessing the behaviour of extreme stock market data is challen...
| Published in: | 2023 IEEE International Conference on Computing, ICOCO 2023 |
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| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers Inc.
2023
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85184852281&doi=10.1109%2fICOCO59262.2023.10398080&partnerID=40&md5=aa9c132d021df5bccf07e58d164b71c7 |