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In recent years, ESG investing has gained significant traction in the world of finance. Investors are increasingly looking beyond traditional financial metrics to assess the sustainability and ethical ...
Recent results have shown backtests of expected shortfall (ES) are necessarily approximated, in the sense that they are unavoidably sensitive to possible errors in the prediction of value-at-risk.
NATICK, Mass.--(BUSINESS WIRE)--MathWorks today announced a new backtesting framework in Financial Toolbox, available in Release 2020b of the MATLAB and Simulink product families. The new backtesting ...
In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...