Streaming Market Data with Flink SQL Part II: Intraday Value-at-Risk
Cloudera
MAY 18, 2021
These interactions are captured and the resulting synthetic data sets can be analysed for a number of applications, such as training models to detect emergent fraudulent behavior, or exploring “what-if” scenarios for risk management. Value-at-Risk (VaR) is a widely used metric in risk management. Intraday VaR. Citations. [1]
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