Zhengkun Li | DeepAI

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Featured Co-authors

Chao Wang
170 publications
Junbin Gao
45 publications
Minh-Ngoc Tran
32 publications
Richard Gerlach
6 publications

research

∙ 02/21/2022

Honour Thesis: A Joint Value at Risk and Expected Shortfall Combination Framework and its Applications in the Cryptocurrency Market

Value at risk and expected shortfall are increasingly popular tail risk ...

0 Zhengkun Li, et al. ∙

research

∙ 01/23/2020

A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting

Value-at-Risk (VaR) and Expected Shortfall (ES) are widely used in the f...

0 Zhengkun Li, et al. ∙

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