• Comparative analysis between standard risk measurements and behavioral simulations 

      Urbano García, Francisco (Universitat Politècnica de Catalunya, 2012-01)
      Projecte Final de Màster Oficial
      Accés obert
      This project explores behavioral driven simulations as an alternative to the existing classical methods to calculate the most common risk measurements for financial time series, that is, VaR (value at risk) and Expected ...