Michael de Winter

According to our database, Michael de Winter authored at least 3 papers between 2012 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2015

A news event-driven approach for the historical value at risk method.

Frederik Hogenboom, Michael de Winter, Flavius Frasincar, Uzay Kaymak

Expert Syst. Appl., 2015

2012

A News-Based Approach for Computing Historical Value-at-Risk.

Frederik Hogenboom, Michael de Winter, Flavius Frasincar, Alexander Hogenboom

Proceedings of the Management Intelligent Systems - First International Symposium, 2012

Event-based historical Value-at-Risk.

Frederik Hogenboom, Michael de Winter, Milan Jansen, Alexander Hogenboom, Flavius Frasincar, Uzay Kaymak

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012