[P1] Poster Session 1

12:10 PM - 1:40 PM JST(3:10 AM - 4:40 AM UTC)

[P1-08] 地政学イベントの地理空間情報を統合したExpected Shortfall補正モデルの構築

*Shinsei Yamamoto¹, Kayoko Yamamoto¹ (1. The University of Electro-Communications)

Keywords:

地政学リスク,Expected Shortfall (ES),LightGBM,地理空間情報統合,テールリスク

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