Neural Networks and Rules-based Systems used to Find Rational and Scientific Correlations between being Here and Now with Afterlife Conditions
February 17, 2026
Neural Networks and Rules-based Systems used to Find Rational and
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C: FINANCEL68BO
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
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Neural Networks and Rules-based Systems used to Find Rational and
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This paper has object to examine the empirical performance of market risk measurement innew Fundamental Review of the Trading Book (FRTB) regulation. Through an empirical study, we analyze the predictive performance of the Value-at-Risk (VaR) and Expected Shortfall (ES) models by using backtesting procedures for 2007-2012 periods (US subprime Mortgage Crisis and European Sovereign Debt).The applied methodology includes analyzes, synthesis and statistical/econometric methods. The empirical results show a clear outperformance of Expected Shortfall (ES) measuresthanValue-at-Risk (VaR) measures.Another important result is the backtesting procedure recommended by Fundamental Review of the Trading Book (FRTB) regulation penalizes the recommended market risk measurement.
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