May 2011
Beginner to intermediate
384 pages
12h 28m
English
Mark Vreijling and Thomas Dohmen
NORM is a financial service industry initiative supported by the European Union. NORM aims to enhance market risk assessment metrics by using semantically analysed news-based information. This will compensate for the inflexibility of existing models with regard to strong market fluctuations or market instability and give more dynamic, more reliable market risk estimation.
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