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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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Arshad Hassan

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Open access Sep 2026

Neural and Econometric Forecasting of Market Risk: A Comparative Value-at-Risk and Expected-Shortfall Analysis Across Global Equity Markets

This study evaluates whether a deep-learning volatility model improves market-risk measurement relative to established econometric benchmarks. Using daily returns for twelve developed and emerging equity indices from January 2000 to September 2026—with the KSE-100 and IMOEX series taken from the Pakistan Stock Exchange...

Raima Amjad, Arshad Hassan, Zeeshan Ahmed · 0 citations

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