UDC 336

MARKET RISK ANALYSIS. MODEL VALIDATION AND TESTING

Galieva Lilia Filaritovna
Bashkir State University
student of the 4th course of the faculty of mathematics and information technologies

Abstract
All models are created in a context of proper assumptions, historical data, and target use case. Therefore, they are all subject to validation of this context and performance of model during its life cycle.

Article reference:
Market risk analysis. Model validation and testing // Economics and innovations management. 2017. № 1 [Electronic journal]. URL: https://ekonomika.snauka.ru/en/2017/01/13577

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