{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,11]],"date-time":"2024-09-11T04:10:40Z","timestamp":1726027840100},"publisher-location":"Cham","reference-count":13,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783030168407"},{"type":"electronic","value":"9783030168414"}],"license":[{"start":{"date-parts":[[2019,4,3]],"date-time":"2019-04-03T00:00:00Z","timestamp":1554249600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020]]},"DOI":"10.1007\/978-3-030-16841-4_28","type":"book-chapter","created":{"date-parts":[[2019,4,2]],"date-time":"2019-04-02T16:12:08Z","timestamp":1554221528000},"page":"267-275","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Comparing the Estimations of Value-at-Risk Using Artificial Network and Other Methods for Business Sectors"],"prefix":"10.1007","author":[{"given":"Siu","family":"Cheung","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ziqi","family":"Chen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yanli","family":"Li","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2019,4,3]]},"reference":[{"issue":"4","key":"28_CR1","doi-asserted-by":"publisher","first-page":"6","DOI":"10.1111\/j.1745-6622.1990.tb00183.x","volume":"2","author":"SW Rawls","year":"1990","unstructured":"Rawls, S.W., Smithson, C.W.: Strategic risk management. J. Appl. Corp. Finan. 2(4), 6\u201318 (1990)","journal-title":"J. Appl. Corp. Finan."},{"key":"28_CR2","doi-asserted-by":"crossref","unstructured":"Nadarajah, S., Chan, S.: Estimation methods for value at risk. In: Extreme Events in Finance, pp. 283\u2013356 (2016)","DOI":"10.1002\/9781118650318.ch12"},{"issue":"3","key":"28_CR3","doi-asserted-by":"publisher","first-page":"307","DOI":"10.1016\/0304-4076(86)90063-1","volume":"31","author":"T Bollerslev","year":"1986","unstructured":"Bollerslev, T.: Generalized autoregressive conditional heteroskedasticity. J. Econ. 31(3), 307\u2013327 (1986)","journal-title":"J. Econ."},{"key":"28_CR4","volume-title":"Introductory Econometrics for Finance","author":"C Brooks","year":"2017","unstructured":"Brooks, C.: Introductory Econometrics for Finance. Cambridge University Press, Cambridge (2017)"},{"key":"28_CR5","doi-asserted-by":"crossref","unstructured":"Locarek-Junge, H., Prinzler, R.: Estimating value-at-risk using neural networks. In: Informationssysteme in der Finanzwirtschaft, pp. 385\u2013397 (1998)","DOI":"10.1007\/978-3-642-60327-3_28"},{"key":"28_CR6","doi-asserted-by":"crossref","unstructured":"Chen, X., Lai, K.K., Yen, J.: A statistical neural network approach for value-at-risk analysis. In: International Joint Conference on Computational Sciences and Optimization, vol. 2, pp. 17\u201321. IEEE (2009)","DOI":"10.1109\/CSO.2009.350"},{"issue":"1","key":"28_CR7","doi-asserted-by":"publisher","first-page":"119","DOI":"10.1214\/aos\/1176343003","volume":"3","author":"JP Iii","year":"1975","unstructured":"Iii, J.P.: Statistical inference using extreme order statistics. Ann. Stat. 3(1), 119\u2013131 (1975)","journal-title":"Ann. Stat."},{"issue":"3","key":"28_CR8","doi-asserted-by":"publisher","first-page":"339","DOI":"10.1080\/00401706.1987.10488243","volume":"29","author":"JRM Hosking","year":"1987","unstructured":"Hosking, J.R.M., Wallis, J.R.: Parameter and quantile estimation for the generalized pareto distribution. Technometrics 29(3), 339 (1987)","journal-title":"Technometrics"},{"key":"28_CR9","unstructured":"Hagan, M.T., Demuth, H.B., Beale, M.H., De Jes\u00fas, O.: Neural Network Design, vol. 20 (1996)"},{"key":"28_CR10","doi-asserted-by":"crossref","unstructured":"White, H.: Nonparametric estimation of conditional quantiles using neural networks. In: Computing Science and Statistics, pp. 190\u2013199 (1992)","DOI":"10.1007\/978-1-4612-2856-1_25"},{"issue":"3","key":"28_CR11","doi-asserted-by":"publisher","first-page":"505","DOI":"10.1111\/rssb.12154","volume":"78","author":"W Ehm","year":"2016","unstructured":"Ehm, W., Gneiting, T., Jordan, A., Kr\u00fcger, F.: Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. J. Roy. Stat. Soc. Ser. B (Stat. Methodol.) 78(3), 505\u2013562 (2016)","journal-title":"J. Roy. Stat. Soc. Ser. B (Stat. Methodol.)"},{"issue":"2","key":"28_CR12","doi-asserted-by":"publisher","first-page":"347","DOI":"10.2307\/2938260","volume":"59","author":"DB Nelson","year":"1991","unstructured":"Nelson, D.B.: Conditional Heteroskedasticity in asset returns: a new approach. Econometrica 59(2), 347 (1991)","journal-title":"Econometrica"},{"key":"28_CR13","unstructured":"Kennon, J.: What Are the Sectors and Industries of the S&P 500? The Balance. \n                  https:\/\/www.thebalance.com\/what-are-the-sectors-and-industries-of-the-sandp-500-3957507\n                  \n                . Accessed 1 Nov 2018"}],"container-title":["Proceedings of the International Neural Networks Society","Recent Advances in Big Data and Deep Learning"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-030-16841-4_28","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,16]],"date-time":"2019-05-16T09:04:55Z","timestamp":1557997495000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-030-16841-4_28"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,4,3]]},"ISBN":["9783030168407","9783030168414"],"references-count":13,"URL":"https:\/\/doi.org\/10.1007\/978-3-030-16841-4_28","relation":{},"ISSN":["2661-8141","2661-815X"],"issn-type":[{"type":"print","value":"2661-8141"},{"type":"electronic","value":"2661-815X"}],"subject":[],"published":{"date-parts":[[2019,4,3]]},"assertion":[{"value":"3 April 2019","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"INNSBDDL","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"INNS Big Data and Deep Learning conference","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Sestri Levante","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Italy","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2019","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"18 April 2019","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"19 April 2019","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"innsbddl2019","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/innsbddl2019.org\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}